+66.7%
IBIT vs AEP
+69.8%
-3.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.8% |
| 7D | +1.4% | +2.0% | -0.6% | +1.7% |
| 30D | +20.6% | +0.5% | +20.1% | +20.7% |
| 3M | +23.7% | -0.3% | +24.0% | +23.6% |
| 6M | +15.0% | -3.5% | +18.5% | +14.8% |
| YTD | -10.6% | +11.3% | -21.9% | -9.0% |
| 1Y | -30.3% | +20.2% | -50.5% | -28.0% |
| All | +66.7% | +69.8% | -3.1% | +68.9% |
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