+66.3%
IBIT vs LVS
-7.2%
+73.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +1.1% | -2.7% | +3.9% | +1.8% |
| 30D | +22.2% | -4.7% | +26.9% | +23.6% |
| 3M | +26.0% | -15.6% | +41.6% | +31.2% |
| 6M | +13.2% | -18.6% | +31.8% | +18.6% |
| YTD | -10.8% | -32.3% | +21.5% | -2.0% |
| 1Y | -29.9% | -18.0% | -11.9% | -27.3% |
| All | +66.3% | -7.2% | +73.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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