+58.6%
IBIT vs REPL
+149.2%
-90.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.8% | +1.4% |
| 7D | -6.8% | +5.3% | -12.1% | -6.9% |
| 30D | -9.9% | +66.6% | -76.5% | -10.3% |
| 3M | +17.5% | +59.6% | -42.0% | +16.9% |
| 6M | -9.1% | +482.4% | -491.5% | -12.0% |
| YTD | -14.9% | +124.1% | -139.0% | -17.3% |
| 1Y | -27.6% | +138.6% | -166.2% | -29.7% |
| All | +58.6% | +149.2% | -90.6% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling