+46.2%
IBIT vs BROS
+21.7%
+24.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.5% | -10.0% | -4.6% |
| 7D | -9.2% | +6.3% | -15.5% | -10.2% |
| 30D | -15.8% | -8.3% | -7.4% | -14.9% |
| 3M | +8.5% | -29.8% | +38.3% | +14.6% |
| 6M | -13.7% | -25.8% | +12.1% | -11.1% |
| YTD | -21.6% | -41.4% | +19.8% | -16.2% |
| 1Y | -30.0% | -35.2% | +5.2% | -26.6% |
| All | +46.2% | +21.7% | +24.6% | +24.0% |
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