+56.5%
IBIT vs BAH
-27.4%
+83.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.4% | +0.5% | -5.8% | -5.4% |
| 30D | -10.5% | +18.2% | -28.7% | -11.9% |
| 3M | +15.0% | +13.1% | +2.0% | +13.5% |
| 6M | -8.3% | +15.2% | -23.5% | -9.8% |
| YTD | -16.1% | +6.0% | -22.1% | -16.6% |
| 1Y | -30.8% | +3.1% | -33.9% | -31.0% |
| All | +56.5% | -27.4% | +83.9% | +50.9% |
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