+69.8%
IBIT vs CLF
-32.4%
+102.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.7% |
| 7D | +3.0% | +7.6% | -4.5% | +1.7% |
| 30D | +23.1% | -1.2% | +24.3% | +23.1% |
| 3M | +25.6% | -13.4% | +38.9% | +27.9% |
| 6M | +9.1% | +15.4% | -6.3% | +4.3% |
| YTD | -8.9% | -5.9% | -3.0% | -10.1% |
| 1Y | -27.5% | +18.8% | -46.3% | -32.4% |
| All | +69.8% | -32.4% | +102.2% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling