+128.8%
LLY vs IBIT
+44.5%
+84.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.5% |
| 7D | +4.6% | -6.2% | +10.8% | +4.9% |
| 30D | +22.4% | -14.4% | +36.7% | +23.3% |
| 3M | +17.1% | +12.5% | +4.7% | +16.2% |
| 6M | +44.6% | -11.9% | +56.5% | +45.3% |
| YTD | +33.5% | -18.7% | +52.2% | +34.0% |
| 1Y | +41.1% | -29.9% | +71.0% | +42.7% |
| All | +128.8% | +44.5% | +84.3% | +114.9% |
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