+56.5%
IBIT vs BAM
+50.6%
+5.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -5.4% | +5.0% | -10.4% | -7.9% |
| 30D | -10.5% | +16.6% | -27.0% | -18.0% |
| 3M | +15.0% | +2.2% | +12.8% | +13.0% |
| 6M | -8.3% | +9.7% | -18.0% | -13.9% |
| YTD | -16.1% | +5.2% | -21.3% | -19.7% |
| 1Y | -30.8% | +3.9% | -34.7% | -33.3% |
| All | +56.5% | +50.6% | +5.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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