+56.5%
IBIT vs VST
+247.9%
-191.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | -5.4% | -6.0% | +0.6% | -4.7% |
| 30D | -10.5% | -18.8% | +8.3% | -7.5% |
| 3M | +15.0% | -8.0% | +23.1% | +15.7% |
| 6M | -8.3% | -10.9% | +2.6% | -7.7% |
| YTD | -16.1% | -18.3% | +2.3% | -14.8% |
| 1Y | -30.8% | -29.9% | -0.8% | -27.8% |
| All | +56.5% | +247.9% | -191.4% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling