+51.6%
IBIT vs TLN
+498.6%
-447.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.9% |
| 7D | -6.2% | +22.3% | -28.5% | -9.9% |
| 30D | -14.4% | +1.2% | -15.6% | -14.9% |
| 3M | +12.5% | +5.9% | +6.5% | +10.2% |
| 6M | -11.9% | +3.2% | -15.1% | -13.9% |
| YTD | -18.7% | +3.2% | -21.9% | -21.5% |
| 1Y | -29.9% | +5.2% | -35.1% | -32.8% |
| All | +51.6% | +498.6% | -447.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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