+69.8%
IBIT vs CARR
+8.5%
+61.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | +3.0% | +1.6% | +1.5% | +2.6% |
| 30D | +23.1% | -8.7% | +31.9% | +26.1% |
| 3M | +25.6% | -12.6% | +38.1% | +29.4% |
| 6M | +9.1% | -1.5% | +10.7% | +7.4% |
| YTD | -8.9% | +14.3% | -23.2% | -15.6% |
| 1Y | -27.5% | -4.6% | -22.9% | -28.2% |
| All | +69.8% | +8.5% | +61.4% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling