+46.2%
IBIT vs ILMN
+52.2%
-6.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | -9.2% | -2.9% | -6.3% | -8.7% |
| 30D | -15.8% | -23.8% | +8.0% | -12.0% |
| 3M | +8.5% | +7.5% | +1.1% | +6.8% |
| 6M | -13.7% | +42.8% | -56.5% | -18.9% |
| YTD | -21.6% | +57.8% | -79.4% | -28.1% |
| 1Y | -30.0% | +72.6% | -102.6% | -36.9% |
| All | +46.2% | +52.2% | -6.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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