+64.0%
IBIT vs ICE
+25.7%
+38.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -5.8% | -5.3% | -0.4% | -3.9% |
| 30D | +21.5% | +3.0% | +18.5% | +20.5% |
| 3M | +24.5% | +11.4% | +13.1% | +20.0% |
| 6M | +10.0% | -2.0% | +12.0% | +10.9% |
| YTD | -12.0% | -3.1% | -8.9% | -11.4% |
| 1Y | -32.3% | -8.4% | -23.9% | -30.2% |
| All | +64.0% | +25.7% | +38.3% | +33.2% |
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