+61.0%
IBIT vs REPL
+147.4%
-86.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -0.4% |
| 7D | -1.1% | +22.8% | -23.9% | -1.3% |
| 30D | -9.2% | +63.8% | -73.0% | -9.6% |
| 3M | +17.5% | +68.1% | -50.6% | +16.8% |
| 6M | -7.2% | +528.5% | -535.7% | -10.3% |
| YTD | -13.6% | +122.4% | -136.1% | -16.0% |
| 1Y | -25.1% | +154.4% | -179.5% | -27.4% |
| All | +61.0% | +147.4% | -86.3% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling