+66.3%
IBIT vs VIG
+46.4%
+20.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | +1.1% | -1.2% | +2.3% | +2.8% |
| 30D | +22.2% | -2.8% | +25.1% | +26.9% |
| 3M | +26.0% | +2.5% | +23.6% | +21.9% |
| 6M | +13.2% | +8.1% | +5.1% | +1.9% |
| YTD | -10.8% | +9.6% | -20.4% | -20.6% |
| 1Y | -29.9% | +14.2% | -44.1% | -40.5% |
| All | +66.3% | +46.4% | +20.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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