+58.9%
IBIT vs CLF
-33.7%
+92.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.0% | -8.3% | -2.4% |
| 7D | -2.4% | -14.1% | +11.7% | -0.3% |
| 30D | -9.1% | -5.5% | -3.5% | -8.7% |
| 3M | +15.0% | 0.0% | +15.0% | +13.8% |
| 6M | -6.9% | +11.3% | -18.1% | -10.8% |
| YTD | -14.8% | -7.7% | -7.1% | -16.3% |
| 1Y | -28.1% | +17.5% | -45.7% | -32.7% |
| All | +58.9% | -33.7% | +92.6% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling