+58.9%
IBIT vs BAH
-28.0%
+86.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | -2.4% | -1.5% | -0.9% | -2.3% |
| 30D | -9.1% | +17.3% | -26.3% | -10.5% |
| 3M | +15.0% | +14.9% | +0.1% | +13.3% |
| 6M | -6.9% | +14.2% | -21.1% | -8.4% |
| YTD | -14.8% | +5.1% | -19.9% | -15.3% |
| 1Y | -28.1% | +2.1% | -30.2% | -28.4% |
| All | +58.9% | -28.0% | +86.9% | +53.4% |
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