+61.0%
IBIT vs CVE
+81.3%
-20.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -1.1% | -16.1% | +15.0% | +2.2% |
| 30D | -9.2% | -10.4% | +1.2% | -7.5% |
| 3M | +17.5% | -2.4% | +19.9% | +16.9% |
| 6M | -7.2% | -4.4% | -2.7% | -7.7% |
| YTD | -13.6% | +64.9% | -78.6% | -27.2% |
| 1Y | -25.1% | +66.0% | -91.1% | -37.1% |
| All | +61.0% | +81.3% | -20.3% | +25.9% |
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