+46.2%
IBIT vs GM
+144.7%
-98.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -15.8% | +3.6% | -19.3% | -17.0% |
| 3M | +8.5% | -0.2% | +8.8% | +8.1% |
| 6M | -13.7% | +13.9% | -27.6% | -18.4% |
| YTD | -21.6% | +6.5% | -28.0% | -24.2% |
| 1Y | -30.0% | +20.7% | -50.6% | -35.2% |
| All | +46.2% | +144.7% | -98.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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