+58.6%
IBIT vs M
+47.4%
+11.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.5% |
| 7D | -6.8% | -3.3% | -3.5% | -6.4% |
| 30D | -9.9% | +8.1% | -17.9% | -10.9% |
| 3M | +17.5% | +2.2% | +15.3% | +16.9% |
| 6M | -9.1% | +35.1% | -44.2% | -13.3% |
| YTD | -14.9% | +15.8% | -30.8% | -17.3% |
| 1Y | -27.6% | +25.8% | -53.4% | -30.7% |
| All | +58.6% | +47.4% | +11.2% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling