+66.7%
IBIT vs BAH
-40.1%
+106.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.8% |
| 7D | +1.4% | -4.3% | +5.8% | +1.9% |
| 30D | +20.6% | -4.5% | +25.1% | +21.1% |
| 3M | +23.7% | -7.6% | +31.3% | +24.6% |
| 6M | +15.0% | -10.6% | +25.6% | +16.2% |
| YTD | -10.6% | -12.6% | +2.0% | -9.4% |
| 1Y | -30.3% | -27.0% | -3.3% | -27.8% |
| All | +66.7% | -40.1% | +106.8% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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