+66.7%
IBIT vs TXG
+33.9%
+32.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -2.7% |
| 7D | +1.4% | +9.4% | -7.9% | -0.2% |
| 30D | +20.6% | +26.1% | -5.5% | +15.5% |
| 3M | +23.7% | +124.8% | -101.1% | +5.8% |
| 6M | +15.0% | +215.2% | -200.2% | -9.1% |
| YTD | -10.6% | +302.2% | -312.8% | -33.2% |
| 1Y | -30.3% | +370.9% | -401.2% | -50.2% |
| All | +66.7% | +33.9% | +32.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling