+66.3%
IBIT vs TSCO
-18.6%
+84.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +0.4% |
| 7D | +1.1% | -2.5% | +3.6% | +1.5% |
| 30D | +22.2% | -1.1% | +23.4% | +22.4% |
| 3M | +26.0% | +14.3% | +11.8% | +22.8% |
| 6M | +13.2% | -31.9% | +45.1% | +21.8% |
| YTD | -10.8% | -30.7% | +19.9% | -4.3% |
| 1Y | -29.9% | -41.1% | +11.1% | -22.5% |
| All | +66.3% | -18.6% | +84.9% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling