+66.3%
IBIT vs GME
+27.1%
+39.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.6% |
| 7D | +1.1% | +4.8% | -3.7% | +0.8% |
| 30D | +22.2% | +5.9% | +16.4% | +21.7% |
| 3M | +26.0% | -10.7% | +36.8% | +26.9% |
| 6M | +13.2% | -19.8% | +33.0% | +14.7% |
| YTD | -10.8% | -0.9% | -9.8% | -11.0% |
| 1Y | -29.9% | -15.7% | -14.3% | -29.4% |
| All | +66.3% | +27.1% | +39.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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