-20.7%
IBIT vs TXT
+9.2%
-29.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.0% |
| 7D | -1.8% | +10.6% | -12.4% | -2.6% |
| 30D | -6.7% | +14.4% | -21.0% | -7.8% |
| 3M | +24.6% | -2.7% | +27.3% | +25.6% |
| 6M | -0.2% | -4.7% | +4.5% | +1.1% |
| YTD | -8.7% | -0.5% | -8.2% | -11.5% |
| 1Y | -20.7% | +8.7% | -29.5% | -34.5% |
| All | -20.7% | +9.2% | -29.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling