+61.0%
IBIT vs CMS
+27.3%
+33.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -1.2% |
| 30D | -9.2% | +6.3% | -15.5% | -8.6% |
| 3M | +17.5% | -2.1% | +19.6% | +17.5% |
| 6M | -7.2% | -5.1% | -2.1% | -7.2% |
| YTD | -13.6% | +1.3% | -14.9% | -13.5% |
| 1Y | -25.1% | -1.4% | -23.7% | -24.8% |
| All | +61.0% | +27.3% | +33.8% | +56.7% |
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