+58.9%
IBIT vs MAGS
+107.1%
-48.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -3.0% |
| 7D | -2.4% | +1.3% | -3.7% | -3.3% |
| 30D | -9.1% | -6.3% | -2.7% | -4.7% |
| 3M | +15.0% | -0.1% | +15.1% | +15.2% |
| 6M | -6.9% | -0.8% | -6.1% | -6.4% |
| YTD | -14.8% | +4.7% | -19.5% | -17.5% |
| 1Y | -28.1% | +6.8% | -34.9% | -31.3% |
| All | +58.9% | +107.1% | -48.2% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling