-28.4%
IBIT vs CAI
-9.3%
-19.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -6.8% | -26.3% | +19.5% | -3.9% |
| 30D | -9.9% | -17.5% | +7.7% | -8.0% |
| 3M | +17.5% | +5.8% | +11.7% | +16.6% |
| 6M | -9.1% | +53.6% | -62.7% | -12.9% |
| YTD | -14.9% | -9.2% | -5.7% | -15.9% |
| 1Y | -27.6% | -2.7% | -24.9% | -28.9% |
| All | -28.4% | -9.3% | -19.1% | -30.3% |
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