+64.4%
IBIT vs VTR
+97.9%
-33.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | +22.0% | +1.1% | +20.9% | +21.9% |
| 3M | +21.4% | +7.9% | +13.5% | +20.6% |
| 6M | +9.2% | +6.2% | +3.1% | +8.9% |
| YTD | -11.8% | +17.7% | -29.6% | -13.1% |
| 1Y | -32.7% | +32.9% | -65.6% | -35.0% |
| All | +64.4% | +97.9% | -33.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling