+61.6%
IBIT vs ILMN
+52.9%
+8.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.2% | +3.1% | -3.7% |
| 7D | -5.9% | -28.3% | +22.4% | -0.6% |
| 30D | -11.3% | -24.0% | +12.7% | -7.3% |
| 3M | +17.1% | +4.1% | +13.1% | +15.8% |
| 6M | -7.0% | +49.6% | -56.6% | -13.3% |
| YTD | -13.3% | +58.6% | -71.9% | -20.6% |
| 1Y | -27.0% | +69.9% | -96.8% | -34.0% |
| All | +61.6% | +52.9% | +8.7% | +44.6% |
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