+51.6%
IBIT vs ZTS
-56.2%
+107.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.5% |
| 7D | -6.2% | +1.0% | -7.2% | -6.4% |
| 30D | -14.4% | +12.4% | -26.8% | -16.1% |
| 3M | +12.5% | +13.6% | -1.1% | +9.9% |
| 6M | -11.9% | +9.3% | -21.2% | -13.6% |
| YTD | -18.7% | -32.6% | +13.9% | -11.3% |
| 1Y | -29.9% | -30.0% | +0.1% | -24.4% |
| All | +51.6% | -56.2% | +107.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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