+61.6%
IBIT vs CART
+147.1%
-85.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.4% | -2.7% | -4.6% |
| 7D | -5.9% | +1.2% | -7.1% | -6.0% |
| 30D | -11.3% | +27.1% | -38.4% | -15.2% |
| 3M | +17.1% | +27.4% | -10.3% | +11.7% |
| 6M | -7.0% | +32.1% | -39.1% | -12.3% |
| YTD | -13.3% | +28.5% | -41.8% | -18.5% |
| 1Y | -27.0% | +58.8% | -85.8% | -34.3% |
| All | +61.6% | +147.1% | -85.5% | +29.8% |
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