+69.8%
IBIT vs CTAS
+39.6%
+30.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.3% |
| 30D | +23.1% | -0.2% | +23.3% | +23.2% |
| 3M | +25.6% | +11.7% | +13.9% | +22.6% |
| 6M | +9.1% | +0.7% | +8.4% | +9.4% |
| YTD | -8.9% | +7.4% | -16.3% | -10.4% |
| 1Y | -27.5% | -2.1% | -25.4% | -26.6% |
| All | +69.8% | +39.6% | +30.2% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling