+64.6%
IVV vs IBIT
+44.5%
+20.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | +0.3% |
| 7D | +3.3% | -6.2% | +9.5% | +4.2% |
| 30D | -2.7% | -14.4% | +11.7% | -0.7% |
| 3M | -1.7% | +12.5% | -14.2% | -3.3% |
| 6M | +3.2% | -11.9% | +15.0% | +4.5% |
| YTD | +12.0% | -18.7% | +30.7% | +13.9% |
| 1Y | +12.1% | -29.9% | +42.0% | +15.9% |
| All | +64.6% | +44.5% | +20.1% | +57.8% |
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