+51.6%
IBIT vs CLS
+760.5%
-709.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.6% | -9.0% | -5.2% |
| 7D | -6.2% | +23.5% | -29.7% | -9.7% |
| 30D | -14.4% | -28.9% | +14.6% | -9.9% |
| 3M | +12.5% | -25.2% | +37.6% | +16.6% |
| 6M | -11.9% | -32.1% | +20.2% | -8.5% |
| YTD | -18.7% | -14.1% | -4.6% | -20.5% |
| 1Y | -29.9% | -24.1% | -5.8% | -30.4% |
| All | +51.6% | +760.5% | -709.0% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling