-27.5%
IBIT vs CMG
-11.4%
-16.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | +3.0% | -2.8% | +5.8% | +3.6% |
| 30D | +23.1% | +7.1% | +16.0% | +21.2% |
| 3M | +25.6% | +31.2% | -5.6% | +16.5% |
| 6M | +9.1% | +0.7% | +8.5% | +8.5% |
| YTD | -8.9% | -0.1% | -8.8% | -8.4% |
| 1Y | -27.5% | -10.7% | -16.7% | -24.4% |
| All | -27.5% | -11.4% | -16.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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