+64.0%
IBIT vs EOSE
+329.0%
-265.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.0% |
| 7D | -5.8% | +14.0% | -19.8% | -7.0% |
| 30D | +21.5% | -5.9% | +27.4% | +21.6% |
| 3M | +24.5% | -34.3% | +58.8% | +27.7% |
| 6M | +10.0% | -37.8% | +47.8% | +11.7% |
| YTD | -12.0% | -65.2% | +53.2% | -7.0% |
| 1Y | -32.3% | -41.9% | +9.6% | -30.6% |
| All | +64.0% | +329.0% | -265.0% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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