+64.0%
IBIT vs BIIB
-14.6%
+78.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | -5.8% | -4.0% | -1.7% | -5.2% |
| 30D | +21.5% | +5.7% | +15.9% | +20.7% |
| 3M | +24.5% | +10.9% | +13.6% | +22.3% |
| 6M | +10.0% | +14.3% | -4.3% | +7.1% |
| YTD | -12.0% | +22.4% | -34.4% | -15.7% |
| 1Y | -32.3% | +51.1% | -83.4% | -38.2% |
| All | +64.0% | -14.6% | +78.6% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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