+66.3%
IBIT vs TXG
+37.3%
+29.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +1.1% | +9.1% | -8.0% | -0.5% |
| 30D | +22.2% | +14.9% | +7.4% | +19.2% |
| 3M | +26.0% | +120.0% | -93.9% | +8.3% |
| 6M | +13.2% | +221.8% | -208.6% | -10.8% |
| YTD | -10.8% | +312.6% | -323.4% | -33.7% |
| 1Y | -29.9% | +398.4% | -428.4% | -50.5% |
| All | +66.3% | +37.3% | +29.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling