+58.9%
IBIT vs IRM
+80.8%
-21.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -2.5% |
| 7D | -2.4% | -3.8% | +1.4% | -1.3% |
| 30D | -9.1% | -3.2% | -5.9% | -8.3% |
| 3M | +15.0% | -7.8% | +22.8% | +17.3% |
| 6M | -6.9% | -12.7% | +5.8% | -3.7% |
| YTD | -14.8% | +36.7% | -51.5% | -22.1% |
| 1Y | -28.1% | +10.0% | -38.2% | -31.3% |
| All | +58.9% | +80.8% | -21.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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