+58.6%
IBIT vs HL
+232.5%
-173.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -6.8% | -5.6% | -1.3% | -5.9% |
| 30D | -9.9% | -16.2% | +6.3% | -7.3% |
| 3M | +17.5% | -20.5% | +38.0% | +21.5% |
| 6M | -9.1% | -31.7% | +22.6% | -4.6% |
| YTD | -14.9% | -26.4% | +11.5% | -12.8% |
| 1Y | -27.6% | -4.3% | -23.3% | -28.9% |
| All | +58.6% | +232.5% | -173.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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