+66.7%
IBIT vs ROK
+48.1%
+18.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | +1.4% | +2.8% | -1.3% | +0.4% |
| 30D | +20.6% | -2.4% | +23.0% | +21.7% |
| 3M | +23.7% | -4.7% | +28.4% | +25.0% |
| 6M | +15.0% | +16.8% | -1.8% | +6.1% |
| YTD | -10.6% | +11.4% | -22.0% | -15.8% |
| 1Y | -30.3% | +26.2% | -56.5% | -37.6% |
| All | +66.7% | +48.1% | +18.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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