+66.3%
IBIT vs QS
-37.0%
+103.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | +0.8% |
| 7D | +1.1% | -4.2% | +5.4% | +1.8% |
| 30D | +22.2% | -15.7% | +37.9% | +25.4% |
| 3M | +26.0% | -28.7% | +54.7% | +31.8% |
| 6M | +13.2% | -23.2% | +36.4% | +16.1% |
| YTD | -10.8% | -49.9% | +39.1% | -2.5% |
| 1Y | -29.9% | -38.8% | +8.9% | -26.1% |
| All | +66.3% | -37.0% | +103.3% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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