+69.8%
IBIT vs REPL
+72.1%
-2.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.4% |
| 7D | +3.0% | -3.0% | +6.0% | +3.1% |
| 30D | +23.1% | +27.1% | -4.0% | +22.8% |
| 3M | +25.6% | +52.4% | -26.8% | +24.8% |
| 6M | +9.1% | +107.4% | -98.3% | +6.0% |
| YTD | -8.9% | +54.7% | -63.6% | -11.1% |
| 1Y | -27.5% | +158.9% | -186.3% | -30.6% |
| All | +69.8% | +72.1% | -2.2% | +66.8% |
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