+64.0%
IBIT vs OSCR
+235.9%
-171.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | -5.8% | +1.1% | -6.8% | -5.9% |
| 30D | +21.5% | +16.5% | +5.1% | +19.4% |
| 3M | +24.5% | +17.0% | +7.5% | +21.9% |
| 6M | +10.0% | +145.0% | -135.0% | -1.8% |
| YTD | -12.0% | +126.7% | -138.7% | -20.9% |
| 1Y | -32.3% | +67.2% | -99.6% | -37.9% |
| All | +64.0% | +235.9% | -171.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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