+66.7%
IBIT vs ELF
-33.9%
+100.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.2% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +20.6% | +5.9% | +14.7% | +19.7% |
| 3M | +23.7% | +99.5% | -75.8% | +12.6% |
| 6M | +15.0% | +26.5% | -11.5% | +10.5% |
| YTD | -10.6% | +37.2% | -47.8% | -15.3% |
| 1Y | -30.3% | -24.4% | -5.9% | -30.1% |
| All | +66.7% | -33.9% | +100.6% | +54.8% |
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