+56.5%
IBIT vs TTD
-77.5%
+134.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.1% |
| 7D | -5.4% | +19.9% | -25.3% | -8.7% |
| 30D | -10.5% | +27.6% | -38.1% | -14.7% |
| 3M | +15.0% | +15.2% | -0.1% | +11.4% |
| 6M | -8.3% | -33.2% | +24.9% | -2.5% |
| YTD | -16.1% | -59.4% | +43.3% | -1.4% |
| 1Y | -30.8% | -64.4% | +33.6% | -16.4% |
| All | +56.5% | -77.5% | +134.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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