+70.2%
IBIT vs CART
+153.2%
-83.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | -1.8% | +1.4% | -3.1% | -2.0% |
| 30D | -6.7% | +29.7% | -36.3% | -11.2% |
| 3M | +24.6% | +29.7% | -5.2% | +18.4% |
| 6M | -0.2% | +36.8% | -37.0% | -6.5% |
| YTD | -8.7% | +31.7% | -40.4% | -14.6% |
| 1Y | -20.7% | +62.4% | -83.1% | -29.0% |
| All | +70.2% | +153.2% | -83.0% | +36.2% |
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