+85.0%
IBIT vs BTSG
+421.3%
-336.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.6% |
| 7D | +1.4% | +5.7% | -4.3% | +0.1% |
| 30D | +20.6% | +0.2% | +20.4% | +20.4% |
| 3M | +23.7% | +5.6% | +18.0% | +20.8% |
| 6M | +15.0% | +50.8% | -35.8% | +2.4% |
| YTD | -10.6% | +67.0% | -77.6% | -22.6% |
| 1Y | -30.3% | +145.5% | -175.8% | -45.5% |
| All | +85.0% | +421.3% | -336.3% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling