+58.6%
IBIT vs CAPR
+114.1%
-55.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.5% | -25.2% | +1.1% |
| 7D | -6.8% | +25.8% | -32.6% | -7.0% |
| 30D | -9.9% | +50.2% | -60.1% | -10.2% |
| 3M | +17.5% | +185.5% | -168.0% | +16.1% |
| 6M | -9.1% | -64.8% | +55.7% | -8.8% |
| YTD | -14.9% | -61.1% | +46.2% | -14.8% |
| 1Y | -27.6% | +81.0% | -108.6% | -30.3% |
| All | +58.6% | +114.1% | -55.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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