+64.4%
IBIT vs CRBG
+57.3%
+7.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | +22.0% | +2.6% | +19.3% | +20.4% |
| 3M | +21.4% | +24.0% | -2.6% | +10.0% |
| 6M | +9.2% | +50.5% | -41.3% | -9.8% |
| YTD | -11.8% | +17.1% | -29.0% | -18.6% |
| 1Y | -32.7% | +5.9% | -38.6% | -35.4% |
| All | +64.4% | +57.3% | +7.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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