+66.7%
IBIT vs ZTS
-61.4%
+128.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.3% |
| 7D | +1.4% | -4.8% | +6.2% | +2.3% |
| 30D | +20.6% | +1.2% | +19.4% | +20.2% |
| 3M | +23.7% | -6.0% | +29.7% | +24.7% |
| 6M | +15.0% | -38.7% | +53.7% | +27.3% |
| YTD | -10.6% | -40.6% | +30.0% | -0.3% |
| 1Y | -30.3% | -50.6% | +20.3% | -18.2% |
| All | +66.7% | -61.4% | +128.1% | +106.0% |
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