Summary
IBIT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -35.90% Volatility 45.54% Sharpe -0.59
Official loaded data — not a live quote.

iShares Bitcoin Trust

Symbol: IBIT

Exchange: NASDAQ

Sector: N/A

Category: Digital Assets

Inception date: 05/01/2024

Latest date: 02/06/2026

Current price: $38.05

Expense ratio: 0.25%

Assets under management
$61.9B
-2.49% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-16.19%

Ann. -29.38% (Sharpe / Sortino numerator)

Volatility

43.32%

Sharpe ratio

-0.762

VaR 95%

-4.45%

CVaR 95%: -4.70%
Max drawdown: -11.52%
Sortino ratio: -1.275
Calmar ratio: -2.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-2.92%

Ann. -69.71% (Sharpe / Sortino numerator)

Volatility

58.83%

Sharpe ratio

-1.247

VaR 95%

-5.89%

CVaR 95%: -8.45%
Max drawdown: -34.88%
Sortino ratio: -1.706
Calmar ratio: -2.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-26.36%

Ann. -69.80% (Sharpe / Sortino numerator)

Volatility

51.82%

Sharpe ratio

-1.417

VaR 95%

-5.07%

CVaR 95%: -7.24%
Max drawdown: -49.36%
Sortino ratio: -2.138
Calmar ratio: -1.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-35.90%

Ann. -23.23% (Sharpe / Sortino numerator)

Volatility

45.54%

Sharpe ratio

-0.590

VaR 95%

-4.32%

CVaR 95%: -6.44%
Max drawdown: -49.36%
Sortino ratio: -0.870
Calmar ratio: -0.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.52%

Ann. 0.49% (Sharpe / Sortino numerator)

Volatility

49.95%

Sharpe ratio

-0.063

VaR 95%

-4.53%

CVaR 95%: -6.73%
Max drawdown: -49.36%
Sortino ratio: -0.098
Calmar ratio: 0.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.139%

Best day

9.917%

06/02/2026
Worst day

-13.159%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $39.02 $39.09 $37.57 $38.05 75,553,400
01/06/2026 $40.62 $40.75 $39.95 $40.49 54,539,200
29/05/2026 $41.33 $42.08 $41.01 $41.63 40,077,700
28/05/2026 $41.37 $41.72 $41.03 $41.56 42,607,600
27/05/2026 $42.51 $42.70 $42.22 $42.45 35,159,200
26/05/2026 $43.45 $44.24 $42.84 $42.99 84,084,900
22/05/2026 $43.74 $43.79 $42.81 $42.96 30,066,000
21/05/2026 $43.75 $44.22 $43.40 $44.00 25,781,200
20/05/2026 $43.75 $44.08 $43.51 $43.99 21,838,300
19/05/2026 $43.34 $43.63 $43.08 $43.50 25,399,900