+46.2%
IBIT vs ICE
+44.5%
+1.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -9.2% | +3.6% | -12.8% | -10.2% |
| 30D | -15.8% | +15.1% | -30.9% | -19.7% |
| 3M | +8.5% | +15.4% | -6.8% | +3.5% |
| 6M | -13.7% | +16.1% | -29.8% | -17.9% |
| YTD | -21.6% | +11.4% | -32.9% | -24.7% |
| 1Y | -30.0% | +18.5% | -48.4% | -34.4% |
| All | +46.2% | +44.5% | +1.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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