+66.3%
IBIT vs BROS
+52.4%
+14.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | +1.1% | -6.6% | +7.7% | +2.3% |
| 30D | +22.2% | -12.3% | +34.6% | +24.9% |
| 3M | +26.0% | -22.2% | +48.2% | +30.1% |
| 6M | +13.2% | -14.3% | +27.5% | +14.2% |
| YTD | -10.8% | -26.6% | +15.8% | -7.8% |
| 1Y | -29.9% | -31.5% | +1.6% | -27.0% |
| All | +66.3% | +52.4% | +14.0% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling