+61.0%
IBIT vs TSEM
+360.9%
-299.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.2% | -1.2% |
| 7D | -1.1% | -17.5% | +16.4% | +2.1% |
| 30D | -9.2% | -44.7% | +35.5% | +0.3% |
| 3M | +17.5% | -38.9% | +56.4% | +26.3% |
| 6M | -7.2% | -36.7% | +29.5% | -4.2% |
| YTD | -13.6% | +17.0% | -30.6% | -26.2% |
| 1Y | -25.1% | +62.8% | -87.9% | -42.4% |
| All | +61.0% | +360.9% | -299.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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