+69.8%
IBIT vs VST
+295.4%
-225.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.1% |
| 7D | +3.0% | +8.9% | -5.9% | +1.4% |
| 30D | +23.1% | +6.2% | +16.9% | +21.6% |
| 3M | +25.6% | -2.7% | +28.3% | +25.7% |
| 6M | +9.1% | -8.4% | +17.5% | +9.8% |
| YTD | -8.9% | -7.2% | -1.7% | -8.9% |
| 1Y | -27.5% | -20.9% | -6.6% | -25.7% |
| All | +69.8% | +295.4% | -225.5% | +26.8% |
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