+58.9%
IBIT vs CTAS
+55.4%
+3.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -9.1% | +10.3% | -19.3% | -10.6% |
| 3M | +15.0% | +10.2% | +4.8% | +13.0% |
| 6M | -6.9% | +34.4% | -41.3% | -12.6% |
| YTD | -14.8% | +19.6% | -34.3% | -17.8% |
| 1Y | -28.1% | +21.8% | -49.9% | -31.2% |
| All | +58.9% | +55.4% | +3.5% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling