+46.2%
IBIT vs BIIB
+0.4%
+45.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.7% |
| 7D | -9.2% | +2.0% | -11.2% | -9.4% |
| 30D | -15.8% | +8.8% | -24.6% | -16.7% |
| 3M | +8.5% | +20.3% | -11.8% | +5.9% |
| 6M | -13.7% | +23.9% | -37.6% | -16.4% |
| YTD | -21.6% | +44.0% | -65.6% | -26.4% |
| 1Y | -30.0% | +53.8% | -83.8% | -35.3% |
| All | +46.2% | +0.4% | +45.8% | +49.9% |
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