+66.3%
IBIT vs CTVA
+88.5%
-22.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +1.1% | -5.8% | +6.9% | +2.8% |
| 30D | +22.2% | +11.1% | +11.2% | +18.6% |
| 3M | +26.0% | +13.2% | +12.8% | +20.7% |
| 6M | +13.2% | +8.7% | +4.5% | +9.4% |
| YTD | -10.8% | +27.3% | -38.1% | -18.2% |
| 1Y | -29.9% | +18.0% | -47.9% | -34.3% |
| All | +66.3% | +88.5% | -22.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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