+66.7%
IBIT vs JAAA
+16.3%
+50.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +1.4% | +0.1% | +1.3% | +0.8% |
| 30D | +20.6% | +0.5% | +20.2% | +17.5% |
| 3M | +23.7% | +1.2% | +22.5% | +15.2% |
| 6M | +15.0% | +2.8% | +12.2% | -2.4% |
| YTD | -10.6% | +3.2% | -13.8% | -24.9% |
| 1Y | -30.3% | +4.8% | -35.2% | -45.7% |
| All | +66.7% | +16.3% | +50.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling