+191.5%
ARM vs IBIT
+51.2%
+140.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.7% | +11.5% |
| 7D | +6.0% | -6.8% | +12.8% | +9.4% |
| 30D | -20.3% | -9.9% | -10.5% | -16.5% |
| 3M | -24.4% | +17.5% | -41.9% | -28.7% |
| 6M | -4.4% | -9.1% | +4.7% | -0.6% |
| YTD | +86.0% | -14.9% | +101.0% | +95.1% |
| 1Y | +35.8% | -27.6% | +63.4% | +51.0% |
| All | +191.5% | +51.2% | +140.3% | +73.0% |
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