+46.2%
IBIT vs CLS
+714.2%
-667.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -2.6% |
| 7D | -9.2% | +16.3% | -25.5% | -11.6% |
| 30D | -15.8% | -25.7% | +9.9% | -12.0% |
| 3M | +8.5% | -30.9% | +39.4% | +14.1% |
| 6M | -13.7% | -35.5% | +21.8% | -9.7% |
| YTD | -21.6% | -18.7% | -2.9% | -22.6% |
| 1Y | -30.0% | -17.9% | -12.0% | -31.4% |
| All | +46.2% | +714.2% | -667.9% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling