+69.8%
IBIT vs TSEM
+646.1%
-576.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.8% | -10.3% | -3.8% |
| 7D | +3.0% | +6.9% | -3.9% | +1.7% |
| 30D | +23.1% | +5.3% | +17.8% | +20.9% |
| 3M | +25.6% | -14.9% | +40.5% | +26.6% |
| 6M | +9.1% | +80.0% | -70.9% | -11.6% |
| YTD | -8.9% | +89.4% | -98.3% | -27.9% |
| 1Y | -27.5% | +253.1% | -280.5% | -52.7% |
| All | +69.8% | +646.1% | -576.3% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling