+51.6%
IBIT vs S
-9.1%
+60.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | -2.8% |
| 7D | -6.2% | +4.1% | -10.3% | -7.3% |
| 30D | -14.4% | -7.2% | -7.2% | -13.0% |
| 3M | +12.5% | 0.0% | +12.5% | +10.6% |
| 6M | -11.9% | +41.6% | -53.5% | -22.9% |
| YTD | -18.7% | +48.6% | -67.3% | -30.8% |
| 1Y | -29.9% | +30.0% | -60.0% | -37.8% |
| All | +51.6% | -9.1% | +60.7% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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