+64.0%
IBIT vs GDDY
-8.2%
+72.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -1.8% |
| 7D | -5.8% | -7.0% | +1.2% | -4.7% |
| 30D | +21.5% | +6.2% | +15.3% | +20.2% |
| 3M | +24.5% | +20.0% | +4.5% | +19.6% |
| 6M | +10.0% | +6.8% | +3.2% | +7.8% |
| YTD | -12.0% | -22.3% | +10.3% | -4.0% |
| 1Y | -32.3% | -33.5% | +1.2% | -21.8% |
| All | +64.0% | -8.2% | +72.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 all: compounded portfolio wealth divided by compounded GDDY 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…
all analysis · Full analysis span regression · 6 months rolling