+44.2%
VZ vs IBIT
+53.5%
-9.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.1% | -1.1% | +3.3% | +2.1% |
| 30D | +1.4% | -9.2% | +10.5% | +1.0% |
| 3M | -1.3% | +17.5% | -18.8% | -0.6% |
| 6M | -0.5% | -7.2% | +6.6% | -0.7% |
| YTD | +19.6% | -13.6% | +33.3% | +19.5% |
| 1Y | +22.4% | -25.1% | +47.5% | +21.8% |
| All | +44.2% | +53.5% | -9.3% | +55.1% |
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