+54.6%
T vs IBIT
+49.2%
+5.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.6% |
| 7D | +2.6% | -5.4% | +8.0% | +2.4% |
| 30D | -1.1% | -10.5% | +9.4% | -1.5% |
| 3M | -7.7% | +15.0% | -22.8% | -7.3% |
| 6M | -10.6% | -8.3% | -2.3% | -10.9% |
| YTD | -7.5% | -16.1% | +8.6% | -7.7% |
| 1Y | -7.4% | -30.8% | +23.3% | -8.1% |
| All | +54.6% | +49.2% | +5.4% | +60.9% |
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