+155.3%
TER vs IBIT
+51.2%
+104.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.9% |
| 7D | +5.9% | -6.8% | +12.7% | +8.4% |
| 30D | -30.8% | -9.9% | -20.9% | -28.3% |
| 3M | -29.9% | +17.5% | -47.5% | -33.2% |
| 6M | -27.5% | -9.1% | -18.4% | -25.6% |
| YTD | +37.5% | -14.9% | +52.4% | +41.8% |
| 1Y | +50.3% | -27.6% | +77.9% | +60.6% |
| All | +155.3% | +51.2% | +104.1% | +128.4% |
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