+64.0%
IBIT vs CARR
+2.9%
+61.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | -5.8% | -4.1% | -1.6% | -4.7% |
| 30D | +21.5% | -11.0% | +32.5% | +25.3% |
| 3M | +24.5% | -16.4% | +40.9% | +29.9% |
| 6M | +10.0% | -2.4% | +12.4% | +8.1% |
| YTD | -12.0% | +8.4% | -20.4% | -17.3% |
| 1Y | -32.3% | -8.0% | -24.3% | -32.4% |
| All | +64.0% | +2.9% | +61.1% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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