+46.2%
IBIT vs EL
-13.0%
+59.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.8% |
| 7D | -9.2% | +1.5% | -10.7% | -9.6% |
| 30D | -15.8% | +10.0% | -25.8% | -18.0% |
| 3M | +8.5% | +28.4% | -19.9% | +1.1% |
| 6M | -13.7% | +37.1% | -50.8% | -21.2% |
| YTD | -21.6% | +7.8% | -29.4% | -24.3% |
| 1Y | -30.0% | +26.0% | -56.0% | -34.9% |
| All | +46.2% | -13.0% | +59.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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