-7.2%
IBIT vs BAH
+14.6%
-21.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.7% |
| 7D | -1.1% | -3.5% | +2.4% | -1.4% |
| 30D | -9.2% | +24.3% | -33.4% | -8.2% |
| 3M | +17.5% | +16.3% | +1.2% | +18.3% |
| 6M | -7.2% | +13.6% | -20.8% | -7.7% |
| All | -7.2% | +14.6% | -21.8% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling