+17.2%
IBIT vs ETHA
-27.9%
+45.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.6% |
| 7D | -3.2% | +3.5% | -6.7% | -5.1% |
| 30D | +22.0% | +35.3% | -13.4% | +3.1% |
| 3M | +21.4% | +50.9% | -29.5% | -3.6% |
| 6M | +9.2% | +22.1% | -12.9% | -3.1% |
| YTD | -11.8% | -14.6% | +2.7% | -6.2% |
| 1Y | -32.7% | -42.8% | +10.1% | -13.9% |
| All | +17.2% | -27.9% | +45.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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