+58.9%
IBIT vs GTLB
-24.6%
+83.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -2.4% | -9.6% | +7.2% | -0.5% |
| 30D | -9.1% | -14.5% | +5.4% | -6.5% |
| 3M | +15.0% | +20.9% | -5.9% | +10.4% |
| 6M | -6.9% | +81.4% | -88.3% | -18.3% |
| YTD | -14.8% | +25.6% | -40.3% | -19.5% |
| 1Y | -28.1% | +3.4% | -31.6% | -29.4% |
| All | +58.9% | -24.6% | +83.6% | +63.9% |
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