+64.0%
IBIT vs TXG
+35.5%
+28.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -5.8% | +5.0% | -10.8% | -6.6% |
| 30D | +21.5% | +13.5% | +8.0% | +18.7% |
| 3M | +24.5% | +128.0% | -103.5% | +6.3% |
| 6M | +10.0% | +224.4% | -214.4% | -13.5% |
| YTD | -12.0% | +307.0% | -319.0% | -34.5% |
| 1Y | -32.3% | +427.2% | -459.6% | -52.7% |
| All | +64.0% | +35.5% | +28.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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