-30.8%
IBIT vs CNH
+27.3%
-58.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.2% |
| 7D | -5.4% | +4.5% | -9.9% | -5.7% |
| 30D | -10.5% | +7.6% | -18.1% | -11.0% |
| 3M | +15.0% | +17.0% | -1.9% | +12.9% |
| 6M | -8.3% | +12.9% | -21.2% | -9.3% |
| YTD | -16.1% | +34.3% | -50.3% | -18.9% |
| 1Y | -30.8% | +28.5% | -59.3% | -32.9% |
| All | -30.8% | +27.3% | -58.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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