+70.2%
IBIT vs VST
+219.1%
-148.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.8% | +16.7% | +5.3% |
| 7D | -1.8% | -15.7% | +14.0% | +1.0% |
| 30D | -6.7% | -17.0% | +10.3% | -4.0% |
| 3M | +24.6% | -15.9% | +40.4% | +27.4% |
| 6M | -0.2% | -25.0% | +24.8% | +3.9% |
| YTD | -8.7% | -25.1% | +16.4% | -5.8% |
| 1Y | -20.7% | -34.9% | +14.1% | -16.1% |
| All | +70.2% | +219.1% | -148.8% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling