+58.9%
IBIT vs ROP
-9.2%
+68.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -2.4% | -1.6% | -0.7% | -2.0% |
| 30D | -9.1% | +29.5% | -38.6% | -15.3% |
| 3M | +15.0% | +17.5% | -2.5% | +10.3% |
| 6M | -6.9% | +38.1% | -45.0% | -15.4% |
| YTD | -14.8% | +7.0% | -21.7% | -14.3% |
| 1Y | -28.1% | +6.5% | -34.6% | -27.6% |
| All | +58.9% | -9.2% | +68.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling