+61.0%
IBIT vs TXT
+7.3%
+53.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.3% |
| 7D | -1.1% | -2.5% | +1.4% | -0.3% |
| 30D | -9.2% | +14.4% | -23.6% | -13.3% |
| 3M | +17.5% | -4.9% | +22.4% | +19.2% |
| 6M | -7.2% | -10.2% | +3.1% | -4.1% |
| YTD | -13.6% | -4.1% | -9.5% | -14.1% |
| 1Y | -25.1% | +4.0% | -29.1% | -28.3% |
| All | +61.0% | +7.3% | +53.8% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling