+61.0%
IBIT vs BURL
+25.8%
+35.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.1% | +4.1% | -5.2% | -2.0% |
| 30D | -9.2% | -9.5% | +0.3% | -7.2% |
| 3M | +17.5% | -33.5% | +51.0% | +28.4% |
| 6M | -7.2% | -22.1% | +14.9% | -2.9% |
| YTD | -13.6% | -14.6% | +0.9% | -11.8% |
| 1Y | -25.1% | -8.4% | -16.8% | -25.4% |
| All | +61.0% | +25.8% | +35.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling