-30.8%
IBIT vs RF
+19.4%
-50.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.4% | +0.3% | -5.7% | -5.4% |
| 30D | -10.5% | +6.2% | -16.6% | -11.3% |
| 3M | +15.0% | -7.8% | +22.9% | +16.3% |
| 6M | -8.3% | +5.9% | -14.2% | -10.7% |
| YTD | -16.1% | +9.0% | -25.1% | -19.2% |
| 1Y | -30.8% | +19.3% | -50.0% | -34.8% |
| All | -30.8% | +19.4% | -50.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling