+69.8%
IBIT vs BURL
+35.2%
+34.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.0% |
| 7D | +3.0% | -2.8% | +5.8% | +3.6% |
| 30D | +23.1% | -28.2% | +51.3% | +32.6% |
| 3M | +25.6% | -17.6% | +43.2% | +30.5% |
| 6M | +9.1% | -11.8% | +20.9% | +11.1% |
| YTD | -8.9% | -8.1% | -0.8% | -8.2% |
| 1Y | -27.5% | -12.0% | -15.5% | -26.6% |
| All | +69.8% | +35.2% | +34.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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