+66.7%
IBIT vs TXT
+2.1%
+64.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | +20.6% | -11.1% | +31.7% | +25.5% |
| 3M | +23.7% | -13.0% | +36.7% | +29.4% |
| 6M | +15.0% | -16.2% | +31.2% | +21.7% |
| YTD | -10.6% | -8.7% | -1.9% | -9.4% |
| 1Y | -30.3% | -3.8% | -26.5% | -31.1% |
| All | +66.7% | +2.1% | +64.6% | +69.5% |
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