+64.4%
IBIT vs TSCO
-20.9%
+85.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -3.2% | -5.7% | +2.4% | -2.3% |
| 30D | +22.0% | -8.8% | +30.7% | +23.7% |
| 3M | +21.4% | +6.3% | +15.1% | +19.8% |
| 6M | +9.2% | -32.3% | +41.5% | +17.6% |
| YTD | -11.8% | -32.7% | +20.9% | -5.0% |
| 1Y | -32.7% | -43.7% | +11.0% | -24.9% |
| All | +64.4% | -20.9% | +85.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 10y: compounded portfolio wealth divided by compounded TSCO 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…
10y analysis · Full analysis span regression · 6 months rolling