+51.6%
IBIT vs TXT
+8.2%
+43.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.9% |
| 7D | -6.2% | -1.1% | -5.1% | -5.9% |
| 30D | -14.4% | +13.3% | -27.6% | -18.0% |
| 3M | +12.5% | -5.1% | +17.6% | +14.2% |
| 6M | -11.9% | -7.1% | -4.8% | -10.1% |
| YTD | -18.7% | -3.2% | -15.5% | -19.4% |
| 1Y | -29.9% | +2.3% | -32.2% | -32.3% |
| All | +51.6% | +8.2% | +43.3% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling