+64.0%
IBIT vs CBOE
+67.7%
-3.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -5.8% | -3.7% | -2.1% | -5.9% |
| 30D | +21.5% | +2.0% | +19.6% | +21.7% |
| 3M | +24.5% | -4.2% | +28.8% | +24.3% |
| 6M | +10.0% | +1.2% | +8.8% | +11.2% |
| YTD | -12.0% | +15.4% | -27.4% | -9.6% |
| 1Y | -32.3% | +23.5% | -55.8% | -29.4% |
| All | +64.0% | +67.7% | -3.6% | +77.6% |
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