+69.8%
IBIT vs TCOM
+9.9%
+59.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +3.0% | -9.5% | +12.6% | +4.4% |
| 30D | +23.1% | -10.7% | +33.8% | +25.0% |
| 3M | +25.6% | -14.6% | +40.2% | +28.1% |
| 6M | +9.1% | -19.3% | +28.5% | +12.1% |
| YTD | -8.9% | -42.9% | +34.0% | -2.3% |
| 1Y | -27.5% | -43.8% | +16.3% | -22.0% |
| All | +69.8% | +9.9% | +59.9% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling