-29.3%
IBIT vs CAI
-9.5%
-19.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.0% |
| 7D | -5.4% | -25.6% | +20.3% | -2.5% |
| 30D | -10.5% | -17.7% | +7.3% | -8.6% |
| 3M | +15.0% | +4.4% | +10.6% | +14.3% |
| 6M | -8.3% | +51.3% | -59.6% | -12.0% |
| YTD | -16.1% | -9.5% | -6.6% | -17.0% |
| 1Y | -30.8% | -1.5% | -29.3% | -32.0% |
| All | -29.3% | -9.5% | -19.8% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling