+64.0%
IBIT vs AGG
+8.0%
+56.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -5.8% | -0.9% | -4.8% | -5.4% |
| 30D | +21.5% | -1.0% | +22.5% | +22.0% |
| 3M | +24.5% | -1.3% | +25.8% | +25.1% |
| 6M | +10.0% | -2.1% | +12.1% | +10.6% |
| YTD | -12.0% | -1.2% | -10.8% | -11.6% |
| 1Y | -32.3% | -0.5% | -31.8% | -32.0% |
| All | +64.0% | +8.0% | +56.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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