-29.9%
IBIT vs GTLB
+1.6%
-31.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -6.2% | -3.5% | -2.7% | -5.8% |
| 30D | -14.4% | -9.0% | -5.4% | -13.2% |
| 3M | +12.5% | +15.9% | -3.4% | +10.3% |
| 6M | -11.9% | +104.9% | -116.7% | -20.5% |
| YTD | -18.7% | +26.0% | -44.7% | -17.4% |
| 1Y | -29.9% | +1.8% | -31.7% | -26.0% |
| All | -29.9% | +1.6% | -31.5% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling