+66.3%
IBIT vs ELV
-13.6%
+79.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.2% |
| 30D | +22.2% | -0.2% | +22.4% | +22.3% |
| 3M | +26.0% | -6.1% | +32.1% | +26.1% |
| 6M | +13.2% | +42.8% | -29.6% | +11.8% |
| YTD | -10.8% | +14.4% | -25.2% | -11.6% |
| 1Y | -29.9% | +28.6% | -58.6% | -30.4% |
| All | +66.3% | -13.6% | +79.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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