+66.3%
IBIT vs GTLB
-25.9%
+92.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +1.1% | -6.6% | +7.7% | +2.4% |
| 30D | +22.2% | +13.7% | +8.5% | +19.0% |
| 3M | +26.0% | +52.9% | -26.9% | +15.3% |
| 6M | +13.2% | +88.5% | -75.3% | -2.0% |
| YTD | -10.8% | +23.4% | -34.2% | -15.3% |
| 1Y | -29.9% | -3.8% | -26.1% | -30.1% |
| All | +66.3% | -25.9% | +92.2% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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