+56.5%
IBIT vs CG
+14.5%
+42.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -5.4% | +2.0% | -7.3% | -6.3% |
| 30D | -10.5% | +8.5% | -19.0% | -14.0% |
| 3M | +15.0% | -12.1% | +27.2% | +21.1% |
| 6M | -8.3% | -16.4% | +8.1% | -1.6% |
| YTD | -16.1% | -28.0% | +11.9% | -3.8% |
| 1Y | -30.8% | -18.9% | -11.9% | -24.9% |
| All | +56.5% | +14.5% | +42.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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