+66.3%
IBIT vs TTWO
+32.6%
+33.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.1% | -2.3% | +3.5% | +1.7% |
| 30D | +22.2% | -16.7% | +39.0% | +28.1% |
| 3M | +26.0% | -0.4% | +26.5% | +24.8% |
| 6M | +13.2% | -1.6% | +14.8% | +12.2% |
| YTD | -10.8% | -17.5% | +6.7% | -7.7% |
| 1Y | -29.9% | -14.8% | -15.1% | -28.4% |
| All | +66.3% | +32.6% | +33.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling