+66.3%
IBIT vs RIO
+76.2%
-9.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.1% | +1.0% | +0.2% | +0.7% |
| 30D | +22.2% | +4.0% | +18.2% | +20.1% |
| 3M | +26.0% | +4.5% | +21.5% | +23.4% |
| 6M | +13.2% | +17.3% | -4.2% | +4.6% |
| YTD | -10.8% | +36.2% | -47.0% | -22.3% |
| 1Y | -29.9% | +76.1% | -106.1% | -45.0% |
| All | +66.3% | +76.2% | -9.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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