-29.7%
IBIT vs ESI
+19.1%
-48.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.5% |
| 7D | -2.4% | -3.5% | +1.1% | -1.7% |
| 30D | -9.1% | -9.3% | +0.2% | -7.1% |
| 3M | +15.0% | -12.8% | +27.8% | +18.3% |
| 6M | -6.9% | -24.6% | +17.7% | -1.5% |
| YTD | -14.8% | +32.7% | -47.5% | -29.2% |
| All | -29.7% | +19.1% | -48.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling