+61.0%
IBIT vs ESTC
-21.6%
+82.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.8% |
| 7D | -1.1% | -11.5% | +10.4% | +1.0% |
| 30D | -9.2% | -7.5% | -1.6% | -8.0% |
| 3M | +17.5% | +23.1% | -5.5% | +12.0% |
| 6M | -7.2% | +75.3% | -82.4% | -18.2% |
| YTD | -13.6% | +14.1% | -27.7% | -17.5% |
| 1Y | -25.1% | -0.6% | -24.5% | -26.6% |
| All | +61.0% | -21.6% | +82.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling