+46.2%
IBIT vs CSGP
-62.5%
+108.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -3.9% |
| 7D | -9.2% | +1.3% | -10.5% | -9.4% |
| 30D | -15.8% | +2.8% | -18.6% | -16.6% |
| 3M | +8.5% | -6.3% | +14.9% | +9.0% |
| 6M | -13.7% | -3.2% | -10.5% | -14.4% |
| YTD | -21.6% | -54.0% | +32.4% | -6.7% |
| 1Y | -30.0% | -54.8% | +24.9% | -16.3% |
| All | +46.2% | -62.5% | +108.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling