+58.9%
IBIT vs TXT
+9.7%
+49.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | -9.1% | +15.2% | -24.3% | -13.4% |
| 3M | +15.0% | -4.5% | +19.5% | +16.6% |
| 6M | -6.9% | -6.1% | -0.8% | -5.3% |
| YTD | -14.8% | -2.0% | -12.8% | -15.8% |
| 1Y | -28.1% | +4.2% | -32.3% | -31.1% |
| All | +58.9% | +9.7% | +49.3% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling