+51.6%
IBIT vs CMI
+100.4%
-48.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.7% |
| 7D | -6.2% | +1.5% | -7.7% | -6.8% |
| 30D | -14.4% | -14.0% | -0.4% | -8.7% |
| 3M | +12.5% | -28.3% | +40.8% | +29.4% |
| 6M | -11.9% | -34.9% | +23.0% | +4.9% |
| YTD | -18.7% | -9.9% | -8.8% | -18.3% |
| 1Y | -29.9% | -3.6% | -26.3% | -31.8% |
| All | +51.6% | +100.4% | -48.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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