+70.2%
IBIT vs CVE
+87.5%
-17.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.6% | +10.6% | +4.3% |
| 7D | -1.8% | -12.1% | +10.3% | +0.5% |
| 30D | -6.7% | -9.8% | +3.1% | -5.1% |
| 3M | +24.6% | -0.7% | +25.3% | +23.5% |
| 6M | -0.2% | -4.3% | +4.2% | -0.5% |
| YTD | -8.7% | +70.6% | -79.3% | -23.6% |
| 1Y | -20.7% | +73.2% | -93.9% | -34.1% |
| All | +70.2% | +87.5% | -17.3% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling