+46.2%
IBIT vs TTWO
+43.1%
+3.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -9.2% | +6.0% | -15.2% | -10.5% |
| 30D | -15.8% | +13.2% | -29.0% | -18.5% |
| 3M | +8.5% | -5.8% | +14.4% | +9.8% |
| 6M | -13.7% | +0.4% | -14.1% | -14.7% |
| YTD | -21.6% | -11.0% | -10.6% | -20.6% |
| 1Y | -30.0% | -4.1% | -25.9% | -30.6% |
| All | +46.2% | +43.1% | +3.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling