+46.2%
IBIT vs COR
+69.5%
-23.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -3.1% |
| 7D | -9.2% | +7.8% | -17.0% | -8.3% |
| 30D | -15.8% | +7.0% | -22.8% | -15.0% |
| 3M | +8.5% | +16.3% | -7.7% | +10.9% |
| 6M | -13.7% | +41.3% | -55.0% | -8.8% |
| YTD | -21.6% | +7.1% | -28.7% | -19.8% |
| 1Y | -30.0% | -0.8% | -29.1% | -29.6% |
| All | +46.2% | +69.5% | -23.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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