+66.7%
IBIT vs RNG
+110.6%
-44.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.2% |
| 7D | +1.4% | -0.8% | +2.3% | +1.6% |
| 30D | +20.6% | +11.4% | +9.2% | +18.7% |
| 3M | +23.7% | +72.1% | -48.4% | +12.8% |
| 6M | +15.0% | +67.9% | -52.9% | +4.5% |
| YTD | -10.6% | +144.3% | -154.9% | -25.9% |
| 1Y | -30.3% | +117.5% | -147.8% | -40.9% |
| All | +66.7% | +110.6% | -44.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling