-30.8%
IBIT vs RL
+22.6%
-53.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.4% | +1.3% | -6.7% | -5.6% |
| 30D | -10.5% | +7.6% | -18.1% | -11.9% |
| 3M | +15.0% | -1.5% | +16.6% | +15.3% |
| 6M | -8.3% | +12.1% | -20.4% | -11.2% |
| YTD | -16.1% | +13.9% | -30.0% | -19.6% |
| 1Y | -30.8% | +20.7% | -51.4% | -33.6% |
| All | -30.8% | +22.6% | -53.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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