+66.3%
IBIT vs OSCR
+227.4%
-161.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.2% |
| 7D | +1.1% | +4.7% | -3.6% | +0.6% |
| 30D | +22.2% | +14.8% | +7.5% | +20.3% |
| 3M | +26.0% | +16.7% | +9.4% | +23.4% |
| 6M | +13.2% | +127.5% | -114.3% | +1.9% |
| YTD | -10.8% | +121.0% | -131.8% | -19.6% |
| 1Y | -29.9% | +58.4% | -88.3% | -35.4% |
| All | +66.3% | +227.4% | -161.1% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling