+66.7%
IBIT vs AJG
+11.9%
+54.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.6% |
| 7D | +1.4% | -3.8% | +5.2% | +1.7% |
| 30D | +20.6% | +1.6% | +19.0% | +20.6% |
| 3M | +23.7% | +18.6% | +5.0% | +22.1% |
| 6M | +15.0% | +10.9% | +4.1% | +14.4% |
| YTD | -10.6% | -2.0% | -8.6% | -9.9% |
| 1Y | -30.3% | -14.9% | -15.4% | -28.0% |
| All | +66.7% | +11.9% | +54.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 all: compounded portfolio wealth divided by compounded AJG 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…
all analysis · Full analysis span regression · 6 months rolling