+66.3%
IBIT vs ETR
+123.9%
-57.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | +22.2% | +2.0% | +20.2% | +21.7% |
| 3M | +26.0% | -1.7% | +27.7% | +26.3% |
| 6M | +13.2% | +3.6% | +9.6% | +11.8% |
| YTD | -10.8% | +18.0% | -28.8% | -14.6% |
| 1Y | -29.9% | +26.2% | -56.2% | -33.6% |
| All | +66.3% | +123.9% | -57.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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