+61.0%
IBIT vs ALM
+745.2%
-684.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.5% |
| 7D | -1.1% | -6.7% | +5.6% | -0.5% |
| 30D | -9.2% | -32.9% | +23.7% | -6.0% |
| 3M | +17.5% | -39.5% | +57.0% | +22.5% |
| 6M | -7.2% | -62.0% | +54.8% | -0.4% |
| YTD | -13.6% | -7.8% | -5.8% | -12.8% |
| 1Y | -25.1% | +26.7% | -51.8% | -25.8% |
| All | +61.0% | +745.2% | -684.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling