+66.3%
IBIT vs MAR
+49.6%
+16.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.4% |
| 30D | +22.2% | -4.7% | +26.9% | +24.5% |
| 3M | +26.0% | -15.6% | +41.6% | +34.5% |
| 6M | +13.2% | +1.2% | +12.0% | +11.0% |
| YTD | -10.8% | +7.5% | -18.3% | -15.6% |
| 1Y | -29.9% | +26.6% | -56.6% | -39.7% |
| All | +66.3% | +49.6% | +16.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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