+56.5%
IBIT vs KEY
+69.0%
-12.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.4% | +0.5% | -5.9% | -5.6% |
| 30D | -10.5% | +6.9% | -17.3% | -13.2% |
| 3M | +15.0% | -5.0% | +20.0% | +17.5% |
| 6M | -8.3% | +0.7% | -9.0% | -9.3% |
| YTD | -16.1% | +6.5% | -22.5% | -19.4% |
| 1Y | -30.8% | +22.6% | -53.4% | -38.1% |
| All | +56.5% | +69.0% | -12.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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