+56.5%
IBIT vs REPL
+166.4%
-109.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.6% |
| 7D | -5.4% | +12.7% | -18.1% | -5.5% |
| 30D | -10.5% | +73.5% | -83.9% | -11.0% |
| 3M | +15.0% | +70.3% | -55.3% | +14.4% |
| 6M | -8.3% | +472.0% | -480.3% | -11.1% |
| YTD | -16.1% | +139.5% | -155.6% | -18.4% |
| 1Y | -30.8% | +167.3% | -198.0% | -32.9% |
| All | +56.5% | +166.4% | -109.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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