+64.0%
IBIT vs HIG
+74.4%
-10.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.8% | -2.3% | -3.5% | -5.2% |
| 30D | +21.5% | -1.2% | +22.7% | +21.9% |
| 3M | +24.5% | +6.3% | +18.2% | +22.1% |
| 6M | +10.0% | +0.6% | +9.4% | +9.5% |
| YTD | -12.0% | +0.6% | -12.6% | -12.5% |
| 1Y | -32.3% | +6.1% | -38.4% | -34.3% |
| All | +64.0% | +74.4% | -10.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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