-7.2%
IBIT vs COR
+25.0%
-32.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -1.1% | +0.8% | -1.9% | -0.6% |
| 30D | -9.2% | +5.1% | -14.3% | -8.3% |
| 3M | +17.5% | +2.8% | +14.7% | +18.2% |
| 6M | -7.2% | +32.5% | -39.7% | -3.1% |
| All | -7.2% | +25.0% | -32.1% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling