+61.0%
IBIT vs LII
-20.3%
+81.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -9.2% | -4.6% | -4.6% | -8.5% |
| 3M | +17.5% | -21.2% | +38.7% | +23.6% |
| 6M | -7.2% | -36.4% | +29.3% | +1.7% |
| YTD | -13.6% | -28.9% | +15.3% | -9.4% |
| 1Y | -25.1% | -29.5% | +4.4% | -21.2% |
| All | +61.0% | -20.3% | +81.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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