+46.2%
IBIT vs CBOE
+118.9%
-72.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.4% |
| 7D | -9.2% | +6.3% | -15.5% | -8.9% |
| 30D | -15.8% | +24.9% | -40.7% | -14.9% |
| 3M | +8.5% | +28.5% | -19.9% | +9.6% |
| 6M | -13.7% | +2.9% | -16.6% | -14.4% |
| YTD | -21.6% | +50.7% | -72.2% | -18.5% |
| 1Y | -30.0% | +45.5% | -75.4% | -27.6% |
| All | +46.2% | +118.9% | -72.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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