+46.2%
IBIT vs CTAS
+57.6%
-11.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.4% |
| 7D | -9.2% | +1.7% | -10.9% | -9.4% |
| 30D | -15.8% | +8.4% | -24.2% | -17.0% |
| 3M | +8.5% | +13.0% | -4.5% | +6.2% |
| 6M | -13.7% | +39.1% | -52.8% | -19.6% |
| YTD | -21.6% | +21.2% | -42.8% | -24.5% |
| 1Y | -30.0% | +21.6% | -51.6% | -32.7% |
| All | +46.2% | +57.6% | -11.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling