+58.6%
IBIT vs CLS
+722.9%
-664.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | -0.1% |
| 7D | -6.8% | +2.8% | -9.6% | -7.4% |
| 30D | -9.9% | -30.1% | +20.2% | -4.9% |
| 3M | +17.5% | -21.7% | +39.3% | +20.9% |
| 6M | -9.1% | -36.2% | +27.1% | -4.6% |
| YTD | -14.9% | -17.8% | +2.9% | -16.2% |
| 1Y | -27.6% | -26.8% | -0.8% | -27.6% |
| All | +58.6% | +722.9% | -664.3% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling