-27.5%
IBIT vs TEVA
+93.8%
-121.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +23.1% | +4.7% | +18.4% | +21.9% |
| 3M | +25.6% | +5.6% | +20.0% | +24.1% |
| 6M | +9.1% | +10.5% | -1.3% | +6.3% |
| YTD | -8.9% | +16.5% | -25.4% | -12.6% |
| 1Y | -27.5% | +96.8% | -124.2% | -39.9% |
| All | -27.5% | +93.8% | -121.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling