+69.8%
IBIT vs CMG
-17.9%
+87.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.6% |
| 6M | +9.1% | +0.7% | +8.5% | +8.1% |
| YTD | -8.9% | -0.1% | -8.8% | -9.3% |
| 1Y | -27.5% | -10.7% | -16.7% | -26.0% |
| All | +69.8% | -17.9% | +87.7% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling