+58.9%
IBIT vs AEP
+73.7%
-14.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.1% |
| 7D | -2.4% | -1.5% | -0.8% | -2.6% |
| 30D | -9.1% | +4.5% | -13.6% | -8.5% |
| 3M | +15.0% | +2.8% | +12.2% | +15.5% |
| 6M | -6.9% | -0.7% | -6.2% | -6.7% |
| YTD | -14.8% | +13.8% | -28.6% | -13.0% |
| 1Y | -28.1% | +9.0% | -37.1% | -26.9% |
| All | +58.9% | +73.7% | -14.8% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 5y: compounded portfolio wealth divided by compounded AEP 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…
5y analysis · Full analysis span regression · 6 months rolling