-27.5%
IBIT vs TTWO
-10.0%
-17.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +3.0% | -8.8% | +11.8% | +4.8% |
| 30D | +23.1% | -8.6% | +31.7% | +24.8% |
| 3M | +25.6% | -0.9% | +26.5% | +24.1% |
| 6M | +9.1% | -0.5% | +9.6% | +7.4% |
| YTD | -8.9% | -16.1% | +7.2% | -11.7% |
| 1Y | -27.5% | -10.8% | -16.7% | -28.7% |
| All | -27.5% | -10.0% | -17.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling