-10.7%
IBIT vs ADVB
-88.3%
+77.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | +3.0% | -3.8% | +6.8% | +3.1% |
| 30D | +23.1% | +17.6% | +5.5% | +22.6% |
| 3M | +25.6% | +119.1% | -93.6% | +20.5% |
| 6M | +9.1% | +103.4% | -94.2% | +3.6% |
| YTD | -8.9% | +59.8% | -68.7% | -12.9% |
| 1Y | -27.5% | +8.5% | -36.0% | -30.3% |
| All | -10.7% | -88.3% | +77.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling