+61.0%
IBIT vs RL
+173.4%
-112.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.1% |
| 7D | -1.1% | -4.2% | +3.0% | +0.3% |
| 30D | -9.2% | +4.3% | -13.4% | -10.4% |
| 3M | +17.5% | -4.6% | +22.1% | +19.0% |
| 6M | -7.2% | +1.7% | -8.9% | -8.5% |
| YTD | -13.6% | +7.3% | -21.0% | -16.7% |
| 1Y | -25.1% | +20.8% | -45.9% | -31.0% |
| All | +61.0% | +173.4% | -112.4% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling