+58.9%
IBIT vs CME
+69.6%
-10.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -9.1% | +8.5% | -17.6% | -9.0% |
| 3M | +15.0% | +16.0% | -1.0% | +15.2% |
| 6M | -6.9% | +9.3% | -16.2% | -7.2% |
| YTD | -14.8% | +15.3% | -30.1% | -15.8% |
| 1Y | -28.1% | +14.4% | -42.5% | -29.0% |
| All | +58.9% | +69.6% | -10.7% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling