-9.1%
IBIT vs CAG
+7.1%
-16.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.1% |
| 7D | -6.8% | -1.8% | -5.1% | -7.0% |
| 30D | -9.9% | +9.7% | -19.5% | -9.2% |
| 3M | +17.5% | +0.5% | +17.0% | +18.2% |
| 6M | -9.1% | +8.9% | -18.0% | -8.2% |
| All | -9.1% | +7.1% | -16.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 6mo: compounded portfolio wealth divided by compounded CAG 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…
6mo analysis · Full analysis span regression · 6 months rolling