+153.4%
TER vs IBIT
+44.5%
+108.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.6% |
| 7D | +24.0% | -6.2% | +30.2% | +26.3% |
| 30D | -30.6% | -14.4% | -16.3% | -27.1% |
| 3M | -34.5% | +12.5% | -46.9% | -36.7% |
| 6M | -26.4% | -11.9% | -14.5% | -23.8% |
| YTD | +36.4% | -18.7% | +55.1% | +42.6% |
| 1Y | +47.4% | -29.9% | +77.3% | +59.2% |
| All | +153.4% | +44.5% | +108.9% | +129.8% |
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