+58.9%
IBIT vs ICE
+40.9%
+18.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -9.1% | +11.4% | -20.5% | -12.5% |
| 3M | +15.0% | +16.2% | -1.2% | +9.3% |
| 6M | -6.9% | +12.5% | -19.4% | -10.5% |
| YTD | -14.8% | +8.6% | -23.3% | -17.6% |
| 1Y | -28.1% | +18.4% | -46.5% | -32.8% |
| All | +58.9% | +40.9% | +18.1% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling