+26.0%
IGV vs IBIT
+58.9%
-32.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.4% |
| 7D | -3.3% | +1.4% | -4.8% | -3.6% |
| 30D | 0.0% | +20.6% | -20.7% | -4.1% |
| 3M | +7.3% | +23.7% | -16.3% | +2.3% |
| 6M | +16.7% | +15.0% | +1.7% | +12.7% |
| YTD | -2.8% | -10.6% | +7.7% | -1.9% |
| 1Y | -6.7% | -30.3% | +23.6% | -1.4% |
| All | +26.0% | +58.9% | -32.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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