+58.9%
IBIT vs RIO
+46.7%
+12.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.7% |
| 7D | -2.4% | +4.4% | -6.8% | -4.3% |
| 30D | -9.1% | -8.9% | -0.2% | -5.3% |
| 3M | +15.0% | -12.7% | +27.7% | +22.1% |
| 6M | -6.9% | -16.2% | +9.3% | +0.2% |
| YTD | -14.8% | +13.4% | -28.2% | -19.5% |
| 1Y | -28.1% | +30.9% | -59.0% | -36.1% |
| All | +58.9% | +46.7% | +12.2% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling