+61.0%
IBIT vs GME
+60.5%
+0.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.6% |
| 7D | -1.1% | +3.7% | -4.8% | -1.4% |
| 30D | -9.2% | +2.2% | -11.4% | -9.3% |
| 3M | +17.5% | +30.6% | -13.1% | +15.1% |
| 6M | -7.2% | -0.2% | -7.0% | -7.4% |
| YTD | -13.6% | +25.1% | -38.7% | -15.4% |
| 1Y | -25.1% | +17.7% | -42.8% | -26.3% |
| All | +61.0% | +60.5% | +0.5% | +37.0% |
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