+64.4%
IBIT vs TEVA
+222.5%
-158.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | +22.0% | +1.0% | +21.0% | +21.7% |
| 3M | +21.4% | +7.3% | +14.1% | +20.0% |
| 6M | +9.2% | +21.7% | -12.5% | +5.8% |
| YTD | -11.8% | +18.8% | -30.7% | -14.4% |
| 1Y | -32.7% | +86.5% | -119.2% | -38.7% |
| All | +64.4% | +222.5% | -158.2% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling