+69.8%
IBIT vs ALM
+1,728.8%
-1,658.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | +3.0% | -2.6% | +5.6% | +3.3% |
| 30D | +23.1% | +32.0% | -8.9% | +20.2% |
| 3M | +25.6% | -15.0% | +40.6% | +26.2% |
| 6M | +9.1% | -10.1% | +19.3% | +8.4% |
| YTD | -8.9% | +99.4% | -108.3% | -13.7% |
| 1Y | -27.5% | +316.4% | -343.8% | -33.9% |
| All | +69.8% | +1,728.8% | -1,658.9% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling