+66.7%
IBIT vs CTAS
+39.6%
+27.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +1.4% | 0.0% | +1.5% | +1.5% |
| 30D | +20.6% | -1.0% | +21.6% | +20.8% |
| 3M | +23.7% | +15.8% | +7.9% | +19.9% |
| 6M | +15.0% | -1.0% | +16.0% | +15.8% |
| YTD | -10.6% | +7.4% | -18.0% | -12.1% |
| 1Y | -30.3% | -0.1% | -30.2% | -29.9% |
| All | +66.7% | +39.6% | +27.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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