+51.6%
IBIT vs ELF
-28.1%
+79.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.3% | -3.9% |
| 7D | -6.2% | +3.4% | -9.6% | -6.6% |
| 30D | -14.4% | +5.0% | -19.3% | -14.9% |
| 3M | +12.5% | +22.6% | -10.1% | +9.4% |
| 6M | -11.9% | +104.0% | -115.8% | -20.1% |
| YTD | -18.7% | +49.3% | -68.0% | -23.9% |
| 1Y | -29.9% | +46.0% | -76.0% | -34.3% |
| All | +51.6% | -28.1% | +79.7% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling