+46.2%
IBIT vs AG
+150.9%
-104.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.1% |
| 7D | -9.2% | -10.0% | +0.8% | -7.7% |
| 30D | -15.8% | -10.5% | -5.3% | -14.4% |
| 3M | +8.5% | -27.3% | +35.8% | +13.5% |
| 6M | -13.7% | -43.0% | +29.3% | -7.4% |
| YTD | -21.6% | -17.9% | -3.7% | -20.7% |
| 1Y | -30.0% | +11.9% | -41.9% | -32.0% |
| All | +46.2% | +150.9% | -104.6% | +18.1% |
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