+66.7%
IBIT vs LVS
-5.8%
+72.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +20.6% | -3.9% | +24.5% | +21.7% |
| 3M | +23.7% | -12.9% | +36.5% | +27.7% |
| 6M | +15.0% | -16.9% | +31.9% | +19.9% |
| YTD | -10.6% | -31.2% | +20.7% | -2.1% |
| 1Y | -30.3% | -16.4% | -13.9% | -28.1% |
| All | +66.7% | -5.8% | +72.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling