+58.9%
IBIT vs IR
+14.1%
+44.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.9% |
| 7D | -2.4% | +5.0% | -7.4% | -4.1% |
| 30D | -9.1% | +10.3% | -19.4% | -12.3% |
| 3M | +15.0% | -0.1% | +15.1% | +14.8% |
| 6M | -6.9% | +14.8% | -21.6% | -12.4% |
| YTD | -14.8% | +9.7% | -24.5% | -19.1% |
| 1Y | -28.1% | +12.2% | -40.3% | -32.7% |
| All | +58.9% | +14.1% | +44.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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