+46.2%
IBIT vs ALB
-26.3%
+72.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.2% |
| 7D | -9.2% | -5.8% | -3.4% | -8.1% |
| 30D | -15.8% | -4.5% | -11.3% | -15.1% |
| 3M | +8.5% | -28.1% | +36.6% | +15.2% |
| 6M | -13.7% | -53.2% | +39.5% | -0.6% |
| YTD | -21.6% | -33.3% | +11.7% | -17.2% |
| 1Y | -30.0% | -17.4% | -12.5% | -29.5% |
| All | +46.2% | -26.3% | +72.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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