+98.9%
TXN vs IBIT
+39.4%
+59.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.2% |
| 7D | +9.5% | -9.2% | +18.6% | +11.3% |
| 30D | +8.7% | -15.8% | +24.5% | +12.0% |
| 3M | +11.6% | +8.5% | +3.0% | +10.0% |
| 6M | +0.1% | -13.7% | +13.8% | +2.2% |
| YTD | +78.8% | -21.6% | +100.4% | +84.2% |
| 1Y | +91.2% | -30.0% | +121.2% | +100.6% |
| All | +98.9% | +39.4% | +59.5% | +91.4% |
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