+66.7%
IBIT vs VO
+47.7%
+19.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.1% |
| 7D | +1.4% | +0.6% | +0.8% | +0.6% |
| 30D | +20.6% | -1.1% | +21.7% | +22.4% |
| 3M | +23.7% | +4.5% | +19.1% | +16.1% |
| 6M | +15.0% | +11.1% | +3.9% | -1.0% |
| YTD | -10.6% | +13.5% | -24.1% | -24.8% |
| 1Y | -30.3% | +14.5% | -44.8% | -41.8% |
| All | +66.7% | +47.7% | +19.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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