+82.1%
IBIT vs BTSG
+382.3%
-300.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.3% | +0.2% |
| 7D | -5.8% | -5.8% | 0.0% | -4.5% |
| 30D | +21.5% | 0.0% | +21.6% | +21.2% |
| 3M | +24.5% | -4.5% | +29.0% | +24.6% |
| 6M | +10.0% | +40.0% | -30.0% | -0.4% |
| YTD | -12.0% | +54.6% | -66.6% | -22.5% |
| 1Y | -32.3% | +106.1% | -138.4% | -44.7% |
| All | +82.1% | +382.3% | -300.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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