{"schemaVersion":1,"ticker":"IBIT","asOf":"2026-10-26","desk":"crypto","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ibit/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, IBIT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ibit/"},"benchmark":{"ticker":"btcusd","name":"Bitcoin","tier":1,"kind":"coin","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"IBIT","b":"Bitcoin","window":{"from":"2024-01-19","to":"2026-10-23","firstReturn":"2024-01-26","weeklyReturns":144,"years":2.76,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04371766,"perWeek":0.0008407241,"days":691,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.93109244,"b":0.95333726,"edge":"Bitcoin (slight)","lead":"Bitcoin"},"annualised":{"a":0.26825523,"b":0.27351156,"edge":"Tie"},"price":{"a":0.93109244,"b":0.95333726,"edge":"Bitcoin (slight)","lead":"Bitcoin"},"volatility":{"a":0.45828352,"b":0.45566555,"edge":"Tie"},"downsideDeviation":{"a":0.27034431,"b":0.26914735,"edge":"Tie"},"maxDrawdown":{"a":-0.51511245,"b":-0.51398692,"edge":"Tie","aPeak":"2025-10-03","aTrough":"2026-06-26","bPeak":"2025-10-03","bTrough":"2026-06-26"},"excess":{"a":0.29602521,"b":0.29908465,"edge":"Tie"},"sharpe":{"a":0.64594338,"b":0.65636881,"edge":"Tie"},"sortino":{"a":1.0949933,"b":1.11123017,"edge":"Tie"},"calmar":{"a":0.52077023,"b":0.53213719,"edge":"Bitcoin (slight)","lead":"Bitcoin"}},"relative":{"IBIT":{"on":"Bitcoin","beta":1.00553091,"r2":0.99957355,"alpha":-0.00471366,"alphaT":-0.82250669,"alphaLow":-0.01604245,"alphaHigh":0.00661514,"upsideCapture":1.00879823,"downsideCapture":1.00228338,"treynor":0.29439692,"trackingError":0.00979373,"informationRatio":-0.3123884,"upWeeks":72,"downWeeks":72,"treynorReference":0.29908465,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"Bitcoin","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IBIT":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":144,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.93109244}},"Bitcoin":{"kept":"2026-10-26","basis":"close at 4pm New York (crypto.coin_closes_et)","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":144,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.95333726}}}}