+58.9%
IBIT vs TT
+74.4%
-15.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.8% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -9.1% | -11.8% | +2.7% | -5.4% |
| 3M | +15.0% | -12.6% | +27.6% | +19.8% |
| 6M | -6.9% | -9.4% | +2.5% | -4.6% |
| YTD | -14.8% | +8.8% | -23.6% | -18.4% |
| 1Y | -28.1% | -2.5% | -25.6% | -28.2% |
| All | +58.9% | +74.4% | -15.5% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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