+58.9%
IBIT vs HTZ
-82.2%
+141.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -2.4% | -16.4% | +14.0% | -1.2% |
| 30D | -9.1% | -15.1% | +6.0% | -8.2% |
| 3M | +15.0% | -28.2% | +43.2% | +16.8% |
| 6M | -6.9% | -73.1% | +66.2% | -0.1% |
| YTD | -14.8% | -68.3% | +53.5% | -10.1% |
| 1Y | -28.1% | -75.2% | +47.1% | -23.1% |
| All | +58.9% | -82.2% | +141.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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