+61.0%
IBIT vs ILMN
+56.7%
+4.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | -1.1% | -9.7% | +8.6% | +0.6% |
| 30D | -9.2% | -20.4% | +11.2% | -5.8% |
| 3M | +17.5% | +10.0% | +7.5% | +15.2% |
| 6M | -7.2% | +49.5% | -56.6% | -13.5% |
| YTD | -13.6% | +62.5% | -76.1% | -21.2% |
| 1Y | -25.1% | +76.0% | -101.1% | -32.8% |
| All | +61.0% | +56.7% | +4.3% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling