+69.8%
IBIT vs CART
+118.3%
-48.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.2% |
| 7D | +3.0% | +1.0% | +2.0% | +2.8% |
| 30D | +23.1% | +12.6% | +10.5% | +20.4% |
| 3M | +25.6% | +23.1% | +2.4% | +20.4% |
| 6M | +9.1% | +39.5% | -30.4% | +1.5% |
| YTD | -8.9% | +13.5% | -22.4% | -12.2% |
| 1Y | -27.5% | +14.9% | -42.3% | -30.6% |
| All | +69.8% | +118.3% | -48.5% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling