+46.2%
IBIT vs CMS
+30.5%
+15.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.3% |
| 7D | -9.2% | +1.7% | -10.9% | -9.0% |
| 30D | -15.8% | +6.2% | -22.0% | -15.2% |
| 3M | +8.5% | +0.6% | +7.9% | +8.8% |
| 6M | -13.7% | -1.8% | -11.9% | -13.5% |
| YTD | -21.6% | +3.8% | -25.4% | -21.3% |
| 1Y | -30.0% | -1.8% | -28.2% | -29.5% |
| All | +46.2% | +30.5% | +15.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling