+66.3%
IBIT vs TCOM
+5.0%
+61.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +1.1% | -10.2% | +11.3% | +2.6% |
| 30D | +22.2% | -16.8% | +39.1% | +25.4% |
| 3M | +26.0% | -16.7% | +42.7% | +29.0% |
| 6M | +13.2% | -27.1% | +40.3% | +18.0% |
| YTD | -10.8% | -45.5% | +34.7% | -3.7% |
| 1Y | -29.9% | -45.9% | +15.9% | -24.3% |
| All | +66.3% | +5.0% | +61.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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