+66.7%
IBIT vs CBOE
+71.1%
-4.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | +1.4% | -4.6% | +6.1% | +1.2% |
| 30D | +20.6% | +2.6% | +18.0% | +20.8% |
| 3M | +23.7% | +4.9% | +18.8% | +24.0% |
| 6M | +15.0% | -2.2% | +17.2% | +15.4% |
| YTD | -10.6% | +17.7% | -28.3% | -8.0% |
| 1Y | -30.3% | +26.1% | -56.4% | -27.3% |
| All | +66.7% | +71.1% | -4.4% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling