+46.2%
IBIT vs CME
+77.1%
-30.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | -9.2% | +3.9% | -13.1% | -9.1% |
| 30D | -15.8% | +11.3% | -27.1% | -15.7% |
| 3M | +8.5% | +19.6% | -11.0% | +8.8% |
| 6M | -13.7% | +8.1% | -21.8% | -14.1% |
| YTD | -21.6% | +20.4% | -42.0% | -22.4% |
| 1Y | -30.0% | +16.5% | -46.4% | -30.8% |
| All | +46.2% | +77.1% | -30.9% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling