+69.8%
IBIT vs CMS
+25.9%
+43.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +3.0% | +0.4% | +2.7% | +3.1% |
| 30D | +23.1% | -3.6% | +26.7% | +22.8% |
| 3M | +25.6% | -1.9% | +27.5% | +25.1% |
| 6M | +9.1% | -11.0% | +20.1% | +8.9% |
| YTD | -8.9% | +0.2% | -9.1% | -9.0% |
| 1Y | -27.5% | -1.3% | -26.1% | -27.3% |
| All | +69.8% | +25.9% | +43.9% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling