+56.5%
IBIT vs CMS
+29.4%
+27.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -5.4% | +0.5% | -5.9% | -5.3% |
| 30D | -10.5% | +7.4% | -17.9% | -9.8% |
| 3M | +15.0% | +1.9% | +13.2% | +15.3% |
| 6M | -8.3% | -2.3% | -6.0% | -8.2% |
| YTD | -16.1% | +3.0% | -19.0% | -15.8% |
| 1Y | -30.8% | -2.8% | -28.0% | -30.4% |
| All | +56.5% | +29.4% | +27.1% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling