+66.7%
IBIT vs AVTR
-32.0%
+98.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.2% |
| 7D | +1.4% | +7.4% | -6.0% | +0.1% |
| 30D | +20.6% | +12.2% | +8.4% | +18.2% |
| 3M | +23.7% | +57.4% | -33.7% | +13.2% |
| 6M | +15.0% | +86.7% | -71.7% | +1.5% |
| YTD | -10.6% | +33.1% | -43.7% | -15.7% |
| 1Y | -30.3% | +16.1% | -46.5% | -33.4% |
| All | +66.7% | -32.0% | +98.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling