-20.7%
IBIT vs CME
+19.8%
-40.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.9% |
| 7D | -1.8% | +4.8% | -6.6% | -1.7% |
| 30D | -6.7% | +14.2% | -20.8% | -7.1% |
| 3M | +24.6% | +17.9% | +6.6% | +24.1% |
| 6M | -0.2% | +7.2% | -7.4% | -1.6% |
| YTD | -8.7% | +16.7% | -25.4% | -18.4% |
| 1Y | -20.7% | +19.6% | -40.3% | -30.1% |
| All | -20.7% | +19.8% | -40.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling