+46.2%
IBIT vs IBB
+55.5%
-9.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -9.2% | -0.5% | -8.7% | -8.9% |
| 30D | -15.8% | +4.6% | -20.3% | -18.0% |
| 3M | +8.5% | +6.8% | +1.7% | +3.7% |
| 6M | -13.7% | +23.1% | -36.8% | -25.0% |
| YTD | -21.6% | +26.0% | -47.6% | -33.0% |
| 1Y | -30.0% | +30.4% | -60.3% | -41.4% |
| All | +46.2% | +55.5% | -9.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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