+66.7%
IBIT vs BROS
+55.5%
+11.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +1.4% | -0.9% | +2.4% | +1.5% |
| 30D | +20.6% | -13.5% | +34.1% | +23.5% |
| 3M | +23.7% | -18.4% | +42.1% | +26.5% |
| 6M | +15.0% | -10.6% | +25.6% | +15.1% |
| YTD | -10.6% | -25.1% | +14.5% | -7.9% |
| 1Y | -30.3% | -28.6% | -1.7% | -27.9% |
| All | +66.7% | +55.5% | +11.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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