+64.4%
IBIT vs VIAV
+284.4%
-220.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.2% |
| 7D | -3.2% | +11.2% | -14.4% | -4.4% |
| 30D | +22.0% | -10.1% | +32.1% | +23.1% |
| 3M | +21.4% | -22.9% | +44.3% | +24.2% |
| 6M | +9.2% | +28.8% | -19.5% | +3.6% |
| YTD | -11.8% | +117.5% | -129.3% | -22.1% |
| 1Y | -32.7% | +216.1% | -248.8% | -44.2% |
| All | +64.4% | +284.4% | -220.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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