+69.8%
IBIT vs MAGS
+108.2%
-38.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +23.1% | +1.5% | +21.6% | +21.8% |
| 3M | +25.6% | +0.5% | +25.1% | +24.9% |
| 6M | +9.1% | +11.6% | -2.4% | +0.7% |
| YTD | -8.9% | +5.3% | -14.2% | -12.2% |
| 1Y | -27.5% | +14.9% | -42.3% | -33.8% |
| All | +69.8% | +108.2% | -38.3% | +12.6% |
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