+66.3%
IBIT vs ROST
+70.5%
-4.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.4% |
| 7D | +1.1% | -2.2% | +3.4% | +1.9% |
| 30D | +22.2% | -11.4% | +33.7% | +27.2% |
| 3M | +26.0% | -1.6% | +27.7% | +26.2% |
| 6M | +13.2% | +6.8% | +6.4% | +9.3% |
| YTD | -10.8% | +25.8% | -36.6% | -19.2% |
| 1Y | -29.9% | +52.4% | -82.3% | -41.5% |
| All | +66.3% | +70.5% | -4.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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