+70.2%
IBIT vs TOST
+84.7%
-14.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +1.3% |
| 7D | -1.8% | +10.7% | -12.5% | -4.7% |
| 30D | -6.7% | +17.7% | -24.4% | -11.3% |
| 3M | +24.6% | +4.6% | +20.0% | +22.3% |
| 6M | -0.2% | +20.3% | -20.4% | -7.1% |
| YTD | -8.7% | -0.4% | -8.3% | -10.5% |
| 1Y | -20.7% | -0.8% | -20.0% | -22.5% |
| All | +70.2% | +84.7% | -14.5% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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