+58.6%
IBIT vs ALHC
-9.5%
+68.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | -6.8% | -5.5% | -1.3% | -6.6% |
| 30D | -9.9% | -4.9% | -4.9% | -9.7% |
| 3M | +17.5% | -41.7% | +59.3% | +19.6% |
| 6M | -9.1% | -55.2% | +46.1% | -6.7% |
| YTD | -14.9% | -61.1% | +46.1% | -12.5% |
| 1Y | -27.6% | -53.3% | +25.7% | -26.1% |
| All | +58.6% | -9.5% | +68.1% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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