-7.2%
IBIT vs APD
+1.7%
-8.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.5% |
| 7D | -1.1% | -3.7% | +2.6% | -1.4% |
| 30D | -9.2% | +9.6% | -18.8% | -8.0% |
| 3M | +17.5% | +1.6% | +15.9% | +18.2% |
| 6M | -7.2% | +2.2% | -9.3% | -5.6% |
| All | -7.2% | +1.7% | -8.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 6mo: compounded portfolio wealth divided by compounded APD 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…
6mo analysis · Full analysis span regression · 6 months rolling