+46.2%
IBIT vs MAR
+90.9%
-44.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.4% |
| 7D | -9.2% | +1.6% | -10.8% | -9.8% |
| 30D | -15.8% | +13.8% | -29.6% | -20.1% |
| 3M | +8.5% | +20.3% | -11.8% | +0.6% |
| 6M | -13.7% | +21.3% | -35.0% | -20.9% |
| YTD | -21.6% | +37.2% | -58.8% | -32.7% |
| 1Y | -30.0% | +48.4% | -78.4% | -42.6% |
| All | +46.2% | +90.9% | -44.7% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling