+66.3%
IBIT vs TE
+194.0%
-127.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | +0.1% |
| 7D | +1.1% | +15.0% | -13.8% | -0.5% |
| 30D | +22.2% | -7.5% | +29.8% | +22.9% |
| 3M | +26.0% | -42.0% | +68.0% | +31.8% |
| 6M | +13.2% | -31.4% | +44.6% | +12.6% |
| YTD | -10.8% | -26.5% | +15.7% | -12.7% |
| 1Y | -29.9% | +153.1% | -183.0% | -43.3% |
| All | +66.3% | +194.0% | -127.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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