+150.3%
ARM vs IBIT
+53.5%
+96.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.1% | +4.9% |
| 7D | -15.2% | -1.1% | -14.1% | -14.7% |
| 30D | -40.7% | -9.2% | -31.5% | -38.0% |
| 3M | -39.1% | +17.5% | -56.6% | -42.5% |
| 6M | -26.4% | -7.2% | -19.2% | -24.2% |
| YTD | +59.7% | -13.6% | +73.4% | +66.4% |
| 1Y | +10.3% | -25.1% | +35.5% | +21.0% |
| All | +150.3% | +53.5% | +96.8% | +47.6% |
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