+58.9%
IBIT vs LII
-18.5%
+77.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.8% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -9.1% | -2.0% | -7.1% | -9.0% |
| 3M | +15.0% | -20.2% | +35.2% | +20.6% |
| 6M | -6.9% | -32.5% | +25.7% | +0.3% |
| YTD | -14.8% | -27.4% | +12.6% | -11.0% |
| 1Y | -28.1% | -28.2% | 0.0% | -24.7% |
| All | +58.9% | -18.5% | +77.4% | +49.3% |
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