+69.8%
IBIT vs BROS
+57.8%
+12.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.5% |
| 7D | +3.0% | -6.7% | +9.7% | +4.2% |
| 30D | +23.1% | -29.1% | +52.2% | +30.0% |
| 3M | +25.6% | -16.7% | +42.3% | +28.0% |
| 6M | +9.1% | -11.6% | +20.8% | +9.5% |
| YTD | -8.9% | -23.9% | +15.0% | -6.5% |
| 1Y | -27.5% | -34.8% | +7.3% | -23.9% |
| All | +69.8% | +57.8% | +12.0% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling