+69.8%
IBIT vs APLD
+220.0%
-150.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | +3.0% | +4.1% | -1.0% | +2.5% |
| 30D | +23.1% | -11.7% | +34.8% | +24.7% |
| 3M | +25.6% | -40.3% | +65.8% | +32.2% |
| 6M | +9.1% | -8.0% | +17.1% | +7.7% |
| YTD | -8.9% | +7.5% | -16.4% | -12.2% |
| 1Y | -27.5% | +84.0% | -111.5% | -34.6% |
| All | +69.8% | +220.0% | -150.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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