+61.6%
IBIT vs CVE
+82.4%
-20.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.3% | -4.5% |
| 7D | -5.9% | -14.1% | +8.2% | -3.2% |
| 30D | -11.3% | -11.6% | +0.4% | -9.4% |
| 3M | +17.1% | 0.0% | +17.1% | +15.9% |
| 6M | -7.0% | -8.4% | +1.4% | -6.5% |
| YTD | -13.3% | +65.9% | -79.2% | -27.1% |
| 1Y | -27.0% | +69.4% | -96.4% | -39.0% |
| All | +61.6% | +82.4% | -20.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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