+64.0%
IBIT vs CRS
+588.0%
-524.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -5.8% | -4.1% | -1.6% | -4.7% |
| 30D | +21.5% | -16.6% | +38.1% | +27.1% |
| 3M | +24.5% | -14.3% | +38.8% | +28.5% |
| 6M | +10.0% | +11.6% | -1.6% | +4.5% |
| YTD | -12.0% | +42.6% | -54.6% | -22.3% |
| 1Y | -32.3% | +81.8% | -114.1% | -45.1% |
| All | +64.0% | +588.0% | -524.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling