+69.8%
IBIT vs CPRT
-29.7%
+99.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +3.0% | +2.2% | +0.8% | +2.3% |
| 30D | +23.1% | +16.6% | +6.5% | +17.5% |
| 3M | +25.6% | +9.6% | +16.0% | +21.6% |
| 6M | +9.1% | -11.1% | +20.3% | +14.3% |
| YTD | -8.9% | -13.9% | +5.0% | -3.6% |
| 1Y | -27.5% | -32.5% | +5.1% | -14.8% |
| All | +69.8% | -29.7% | +99.6% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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