+69.8%
IBIT vs VICR
+385.8%
-316.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -3.2% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +23.1% | -13.9% | +37.0% | +25.2% |
| 3M | +25.6% | -38.4% | +64.0% | +32.5% |
| 6M | +9.1% | -7.2% | +16.4% | +4.4% |
| YTD | -8.9% | +72.0% | -80.9% | -22.7% |
| 1Y | -27.5% | +263.3% | -290.8% | -47.4% |
| All | +69.8% | +385.8% | -316.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 all: compounded portfolio wealth divided by compounded VICR 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…
all analysis · Full analysis span regression · 6 months rolling