+64.4%
IBIT vs BTG
+91.3%
-27.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.2% | -3.8% | +0.5% | -2.6% |
| 30D | +22.0% | +3.6% | +18.3% | +21.2% |
| 3M | +21.4% | +32.0% | -10.6% | +15.1% |
| 6M | +9.2% | +3.4% | +5.9% | +7.3% |
| YTD | -11.8% | +20.8% | -32.6% | -16.0% |
| 1Y | -32.7% | +22.4% | -55.1% | -36.8% |
| All | +64.4% | +91.3% | -27.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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