-7.2%
IBIT vs CLS
-51.7%
+44.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -1.1% | -22.2% | +21.1% | +1.9% |
| 30D | -9.2% | -44.4% | +35.2% | -2.8% |
| 3M | +17.5% | -34.3% | +51.8% | +22.7% |
| 6M | -7.2% | -50.1% | +42.9% | -0.9% |
| All | -7.2% | -51.7% | +44.5% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling