-30.0%
IBIT vs RL
+15.3%
-45.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.2% |
| 7D | -9.2% | +2.6% | -11.8% | -9.8% |
| 30D | -15.8% | +2.9% | -18.7% | -16.2% |
| 3M | +8.5% | 0.0% | +8.5% | +8.4% |
| 6M | -13.7% | +17.1% | -30.8% | -17.6% |
| YTD | -21.6% | +10.1% | -31.7% | -24.0% |
| 1Y | -30.0% | +17.3% | -47.3% | -31.5% |
| All | -30.0% | +15.3% | -45.2% | -31.5% |
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