+66.7%
IBIT vs ALM
+1,890.1%
-1,823.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -2.6% |
| 7D | +1.4% | +8.4% | -7.0% | +0.7% |
| 30D | +20.6% | +34.8% | -14.2% | +17.5% |
| 3M | +23.7% | +16.2% | +7.5% | +21.3% |
| 6M | +15.0% | +2.1% | +12.9% | +13.0% |
| YTD | -10.6% | +117.0% | -127.6% | -16.0% |
| 1Y | -30.3% | +313.9% | -344.2% | -36.7% |
| All | +66.7% | +1,890.1% | -1,823.4% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling