+69.8%
IBIT vs EL
-19.1%
+89.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.2% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +23.1% | +19.8% | +3.3% | +17.1% |
| 3M | +25.6% | +25.7% | -0.1% | +17.9% |
| 6M | +9.1% | +5.4% | +3.7% | +6.3% |
| YTD | -8.9% | +0.2% | -9.1% | -10.1% |
| 1Y | -27.5% | +20.4% | -47.9% | -31.7% |
| All | +69.8% | -19.1% | +89.0% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling