+61.0%
IBIT vs VST
+231.0%
-170.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.6% | -10.9% | -2.2% |
| 7D | -1.1% | -9.8% | +8.7% | +0.3% |
| 30D | -9.2% | -25.1% | +16.0% | -4.8% |
| 3M | +17.5% | -11.6% | +29.1% | +19.0% |
| 6M | -7.2% | -20.9% | +13.8% | -4.4% |
| YTD | -13.6% | -22.3% | +8.7% | -11.5% |
| 1Y | -25.1% | -32.0% | +6.9% | -21.4% |
| All | +61.0% | +231.0% | -170.0% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 3y: compounded portfolio wealth divided by compounded VST 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…
3y analysis · Full analysis span regression · 6 months rolling