+66.7%
IBIT vs VRSK
-23.7%
+90.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.7% | -1.9% |
| 7D | +1.4% | -9.7% | +11.1% | +1.3% |
| 30D | +20.6% | -8.5% | +29.1% | +20.4% |
| 3M | +23.7% | -1.7% | +25.4% | +23.7% |
| 6M | +15.0% | -17.9% | +32.9% | +16.3% |
| YTD | -10.6% | -21.1% | +10.5% | -9.6% |
| 1Y | -30.3% | -35.1% | +4.8% | -29.0% |
| All | +66.7% | -23.7% | +90.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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