+59.8%
IVV vs IBIT
+53.5%
+6.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.5% |
| 30D | -5.4% | -9.2% | +3.8% | -4.2% |
| 3M | -4.1% | +17.5% | -21.6% | -6.2% |
| 6M | +0.7% | -7.2% | +7.9% | +1.3% |
| YTD | +8.7% | -13.6% | +22.4% | +9.7% |
| 1Y | +11.0% | -25.1% | +36.1% | +13.8% |
| All | +59.8% | +53.5% | +6.3% | +52.0% |
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