+58.6%
IBIT vs TECK
+67.6%
-8.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -6.8% | -1.2% | -5.6% | -6.5% |
| 30D | -9.9% | -5.7% | -4.1% | -8.4% |
| 3M | +17.5% | -3.6% | +21.1% | +18.5% |
| 6M | -9.1% | -2.2% | -6.9% | -9.4% |
| YTD | -14.9% | +33.6% | -48.5% | -23.1% |
| 1Y | -27.6% | +49.0% | -76.6% | -36.7% |
| All | +58.6% | +67.6% | -8.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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