+66.3%
IBIT vs TECK
+84.9%
-18.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.5% |
| 7D | +1.1% | +4.9% | -3.7% | -0.3% |
| 30D | +22.2% | +5.2% | +17.1% | +20.4% |
| 3M | +26.0% | +13.8% | +12.2% | +20.8% |
| 6M | +13.2% | +38.5% | -25.3% | +1.7% |
| YTD | -10.8% | +47.3% | -58.1% | -21.5% |
| 1Y | -29.9% | +81.0% | -110.9% | -42.1% |
| All | +66.3% | +84.9% | -18.6% | +28.4% |
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