+46.2%
IBIT vs M
+46.5%
-0.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.7% |
| 7D | -9.2% | +7.0% | -16.2% | -10.1% |
| 30D | -15.8% | +8.9% | -24.7% | -16.8% |
| 3M | +8.5% | +4.5% | +4.0% | +7.6% |
| 6M | -13.7% | +36.2% | -49.9% | -17.7% |
| YTD | -21.6% | +15.1% | -36.7% | -23.7% |
| 1Y | -30.0% | +27.4% | -57.4% | -33.1% |
| All | +46.2% | +46.5% | -0.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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