+69.8%
IBIT vs GTLB
-20.3%
+90.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | +3.0% | +11.1% | -8.0% | +0.9% |
| 30D | +23.1% | +37.8% | -14.7% | +15.5% |
| 3M | +25.6% | +61.6% | -36.0% | +13.7% |
| 6M | +9.1% | +98.9% | -89.8% | -6.3% |
| YTD | -8.9% | +32.8% | -41.7% | -14.7% |
| 1Y | -27.5% | +14.7% | -42.1% | -30.2% |
| All | +69.8% | -20.3% | +90.1% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling