-29.7%
IBIT vs ROP
+7.0%
-36.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -2.4% | -1.6% | -0.7% | -2.3% |
| 30D | -9.1% | +29.5% | -38.6% | -10.6% |
| 3M | +15.0% | +17.5% | -2.5% | +14.2% |
| 6M | -6.9% | +38.1% | -45.0% | -8.1% |
| YTD | -14.8% | +7.0% | -21.7% | -19.9% |
| All | -29.7% | +7.0% | -36.7% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling