+78.4%
T vs IBIT
+58.9%
+19.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.4% |
| 7D | -1.5% | +1.4% | -3.0% | -1.5% |
| 30D | +7.6% | +20.6% | -13.0% | +8.3% |
| 3M | +15.3% | +23.7% | -8.4% | +16.2% |
| 6M | -8.5% | +15.0% | -23.5% | -7.9% |
| YTD | +6.8% | -10.6% | +17.4% | +6.7% |
| 1Y | -7.2% | -30.3% | +23.1% | -7.8% |
| All | +78.4% | +58.9% | +19.5% | +86.1% |
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