+66.3%
IBIT vs AEM
+305.5%
-239.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.1% | +3.0% | -1.9% | +0.6% |
| 30D | +22.2% | +12.5% | +9.8% | +19.7% |
| 3M | +26.0% | +26.9% | -0.9% | +20.5% |
| 6M | +13.2% | -9.4% | +22.6% | +13.5% |
| YTD | -10.8% | +20.3% | -31.1% | -14.0% |
| 1Y | -29.9% | +33.8% | -63.7% | -33.3% |
| All | +66.3% | +305.5% | -239.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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