+61.0%
IBIT vs COMP
+179.0%
-117.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.1% | -1.9% |
| 7D | -1.1% | +13.4% | -14.6% | -3.0% |
| 30D | -9.2% | +11.1% | -20.3% | -10.8% |
| 3M | +17.5% | -18.8% | +36.4% | +20.4% |
| 6M | -7.2% | +10.5% | -17.7% | -9.9% |
| YTD | -13.6% | -3.4% | -10.2% | -15.4% |
| 1Y | -25.1% | +19.7% | -44.8% | -29.2% |
| All | +61.0% | +179.0% | -117.9% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling