+66.7%
IBIT vs MAGS
+107.1%
-40.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.5% |
| 7D | +1.4% | +1.2% | +0.2% | +0.7% |
| 30D | +20.6% | -0.1% | +20.7% | +20.7% |
| 3M | +23.7% | +3.8% | +19.9% | +20.1% |
| 6M | +15.0% | +13.2% | +1.8% | +5.0% |
| YTD | -10.6% | +4.7% | -15.3% | -13.5% |
| 1Y | -30.3% | +14.4% | -44.7% | -36.2% |
| All | +66.7% | +107.1% | -40.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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