+46.2%
IBIT vs BBY
+56.5%
-10.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.2% | -3.6% |
| 7D | -9.2% | +4.5% | -13.6% | -9.9% |
| 30D | -15.8% | +16.8% | -32.6% | -18.2% |
| 3M | +8.5% | +23.2% | -14.7% | +4.0% |
| 6M | -13.7% | +91.9% | -105.6% | -24.7% |
| YTD | -21.6% | +61.6% | -83.2% | -29.3% |
| 1Y | -30.0% | +43.9% | -73.8% | -35.1% |
| All | +46.2% | +56.5% | -10.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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