+46.2%
IBIT vs HIG
+75.2%
-29.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -9.2% | +2.6% | -11.8% | -9.7% |
| 30D | -15.8% | +4.2% | -20.0% | -16.7% |
| 3M | +8.5% | +0.2% | +8.3% | +8.4% |
| 6M | -13.7% | +4.6% | -18.3% | -15.1% |
| YTD | -21.6% | +1.1% | -22.7% | -22.2% |
| 1Y | -30.0% | +4.7% | -34.6% | -31.5% |
| All | +46.2% | +75.2% | -29.0% | +12.6% |
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