+69.8%
IBIT vs TECK
+81.6%
-11.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +3.0% | -0.3% | +3.4% | +3.1% |
| 30D | +23.1% | +4.6% | +18.5% | +21.5% |
| 3M | +25.6% | +2.8% | +22.7% | +24.1% |
| 6M | +9.1% | +24.9% | -15.8% | +1.1% |
| YTD | -8.9% | +44.7% | -53.6% | -19.4% |
| 1Y | -27.5% | +112.0% | -139.4% | -42.9% |
| All | +69.8% | +81.6% | -11.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling