+46.2%
IBIT vs CARR
-1.1%
+47.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -9.2% | +3.5% | -12.7% | -10.1% |
| 30D | -15.8% | +0.4% | -16.1% | -15.8% |
| 3M | +8.5% | -14.1% | +22.6% | +13.0% |
| 6M | -13.7% | -16.7% | +3.0% | -10.1% |
| YTD | -21.6% | +4.2% | -25.8% | -25.5% |
| 1Y | -30.0% | -0.2% | -29.8% | -32.4% |
| All | +46.2% | -1.1% | +47.3% | +38.5% |
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