-20.7%
IBIT vs CLS
-28.7%
+8.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.1% | +12.0% | +4.2% |
| 7D | -1.8% | -21.1% | +19.4% | +1.6% |
| 30D | -6.7% | -38.2% | +31.6% | -0.3% |
| 3M | +24.6% | -36.3% | +60.9% | +31.6% |
| 6M | -0.2% | -43.8% | +43.7% | +6.5% |
| YTD | -8.7% | -20.0% | +11.3% | -9.8% |
| 1Y | -20.7% | -29.6% | +8.9% | -20.7% |
| All | -20.7% | -28.7% | +8.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling