+61.6%
IBIT vs CP
+22.2%
+39.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.8% |
| 7D | -5.9% | +6.1% | -12.0% | -7.9% |
| 30D | -11.3% | +9.8% | -21.0% | -14.4% |
| 3M | +17.1% | +2.7% | +14.4% | +15.8% |
| 6M | -7.0% | +12.8% | -19.8% | -11.9% |
| YTD | -13.3% | +28.2% | -41.5% | -23.0% |
| 1Y | -27.0% | +34.1% | -61.1% | -36.8% |
| All | +61.6% | +22.2% | +39.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 all: compounded portfolio wealth divided by compounded CP 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…
all analysis · Full analysis span regression · 6 months rolling