+66.3%
IBIT vs TEVA
+220.4%
-154.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.4% |
| 30D | +22.2% | +2.0% | +20.3% | +21.9% |
| 3M | +26.0% | +7.0% | +19.1% | +24.7% |
| 6M | +13.2% | +17.0% | -3.8% | +10.2% |
| YTD | -10.8% | +18.1% | -28.9% | -13.3% |
| 1Y | -29.9% | +87.2% | -117.2% | -36.2% |
| All | +66.3% | +220.4% | -154.1% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling