-25.9%
IBIT vs CAI
-11.0%
-15.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | -5.1% | -0.7% | -5.3% |
| 30D | +21.5% | +3.9% | +17.6% | +21.0% |
| 3M | +24.5% | +40.1% | -15.6% | +20.8% |
| 6M | +10.0% | +29.7% | -19.7% | +6.7% |
| YTD | -12.0% | -10.9% | -1.1% | -12.8% |
| 1Y | -32.3% | -28.0% | -4.3% | -32.7% |
| All | -25.9% | -11.0% | -15.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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