+58.9%
IBIT vs ALM
+813.3%
-754.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -2.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -9.1% | -26.1% | +17.0% | -6.7% |
| 3M | +15.0% | -38.1% | +53.1% | +19.5% |
| 6M | -6.9% | -55.4% | +48.5% | -1.5% |
| YTD | -14.8% | -0.4% | -14.4% | -14.5% |
| 1Y | -28.1% | +25.4% | -53.5% | -29.0% |
| All | +58.9% | +813.3% | -754.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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