+69.8%
IBIT vs TLN
+390.7%
-320.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -3.2% |
| 7D | +3.0% | +7.1% | -4.0% | +1.6% |
| 30D | +23.1% | -3.9% | +27.0% | +23.7% |
| 3M | +25.6% | -16.2% | +41.7% | +29.1% |
| 6M | +9.1% | -5.8% | +15.0% | +8.6% |
| YTD | -8.9% | -15.4% | +6.5% | -7.9% |
| 1Y | -27.5% | -16.7% | -10.8% | -26.6% |
| All | +69.8% | +390.7% | -320.9% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling