+61.0%
IBIT vs CLF
-38.0%
+99.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.1% | -19.6% | +18.5% | +2.1% |
| 30D | -9.2% | -5.0% | -4.2% | -8.9% |
| 3M | +17.5% | -6.3% | +23.8% | +17.5% |
| 6M | -7.2% | +2.8% | -9.9% | -9.8% |
| YTD | -13.6% | -13.7% | +0.1% | -14.3% |
| 1Y | -25.1% | +13.6% | -38.7% | -29.5% |
| All | +61.0% | -38.0% | +99.0% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling