+58.6%
IBIT vs CNH
+14.5%
+44.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.0% |
| 7D | -6.8% | +6.7% | -13.5% | -8.0% |
| 30D | -9.9% | +7.2% | -17.1% | -11.2% |
| 3M | +17.5% | +17.5% | 0.0% | +13.0% |
| 6M | -9.1% | +15.0% | -24.1% | -12.6% |
| YTD | -14.9% | +36.8% | -51.7% | -22.4% |
| 1Y | -27.6% | +27.6% | -55.2% | -32.9% |
| All | +58.6% | +14.5% | +44.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling