+46.2%
IBIT vs CART
+151.7%
-105.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -9.2% | +1.3% | -10.5% | -9.4% |
| 30D | -15.8% | +19.2% | -35.0% | -18.6% |
| 3M | +8.5% | +17.6% | -9.0% | +5.1% |
| 6M | -13.7% | +47.4% | -61.1% | -20.2% |
| YTD | -21.6% | +30.9% | -52.5% | -26.5% |
| 1Y | -30.0% | +46.0% | -75.9% | -35.8% |
| All | +46.2% | +151.7% | -105.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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