+58.6%
IBIT vs ESTC
-20.5%
+79.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -6.8% | -2.6% | -4.2% | -6.4% |
| 30D | -9.9% | -8.6% | -1.3% | -8.5% |
| 3M | +17.5% | +14.4% | +3.2% | +13.6% |
| 6M | -9.1% | +73.3% | -82.4% | -19.6% |
| YTD | -14.9% | +15.7% | -30.7% | -18.9% |
| 1Y | -27.6% | -7.6% | -20.0% | -28.0% |
| All | +58.6% | -20.5% | +79.1% | +47.4% |
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