+69.8%
IBIT vs GME
+22.4%
+47.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.4% |
| 7D | +3.0% | +7.2% | -4.2% | +2.5% |
| 30D | +23.1% | +0.8% | +22.3% | +23.0% |
| 3M | +25.6% | -14.0% | +39.5% | +26.8% |
| 6M | +9.1% | -19.7% | +28.9% | +10.6% |
| YTD | -8.9% | -4.6% | -4.3% | -8.9% |
| 1Y | -27.5% | -14.3% | -13.1% | -26.9% |
| All | +69.8% | +22.4% | +47.4% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling