+58.9%
IBIT vs M
+48.0%
+10.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -2.4% |
| 7D | -2.4% | +2.5% | -4.9% | -2.8% |
| 30D | -9.1% | +10.1% | -19.1% | -10.4% |
| 3M | +15.0% | -0.9% | +15.9% | +14.9% |
| 6M | -6.9% | +30.2% | -37.1% | -10.7% |
| YTD | -14.8% | +16.3% | -31.1% | -17.2% |
| 1Y | -28.1% | +27.0% | -55.1% | -31.3% |
| All | +58.9% | +48.0% | +10.9% | +30.8% |
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