-17.4%
IBIT vs CMG
+15.8%
-33.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | -9.2% | +2.5% | -11.7% | -8.7% |
| 30D | -15.8% | +15.6% | -31.4% | -14.6% |
| All | -17.4% | +15.8% | -33.2% | -16.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling