+69.8%
IBIT vs MAR
+51.8%
+18.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +3.0% | -4.2% | +7.2% | +4.7% |
| 30D | +23.1% | -6.7% | +29.8% | +26.5% |
| 3M | +25.6% | -12.5% | +38.1% | +31.9% |
| 6M | +9.1% | +0.6% | +8.6% | +7.4% |
| YTD | -8.9% | +9.1% | -18.0% | -14.3% |
| 1Y | -27.5% | +26.2% | -53.7% | -37.3% |
| All | +69.8% | +51.8% | +18.0% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling