+58.6%
IBIT vs CLF
-28.9%
+87.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.0% |
| 7D | -6.8% | +2.3% | -9.2% | -7.3% |
| 30D | -9.9% | +1.9% | -11.8% | -10.6% |
| 3M | +17.5% | +5.9% | +11.6% | +15.3% |
| 6M | -9.1% | +16.9% | -26.0% | -13.5% |
| YTD | -14.9% | -1.1% | -13.9% | -17.4% |
| 1Y | -27.6% | +28.8% | -56.4% | -33.2% |
| All | +58.6% | -28.9% | +87.5% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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