+56.5%
IBIT vs AG
+174.6%
-118.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.3% | -0.6% |
| 7D | -5.4% | +6.0% | -11.3% | -6.3% |
| 30D | -10.5% | -13.5% | +3.1% | -8.6% |
| 3M | +15.0% | -20.7% | +35.7% | +18.7% |
| 6M | -8.3% | -31.5% | +23.2% | -4.2% |
| YTD | -16.1% | -10.1% | -5.9% | -16.3% |
| 1Y | -30.8% | +26.0% | -56.8% | -33.9% |
| All | +56.5% | +174.6% | -118.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling