+61.0%
IBIT vs MAS
+26.8%
+34.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | -9.2% | +19.4% | -28.6% | -13.2% |
| 3M | +17.5% | +9.4% | +8.1% | +14.7% |
| 6M | -7.2% | +15.3% | -22.5% | -11.4% |
| YTD | -13.6% | +31.3% | -44.9% | -21.9% |
| 1Y | -25.1% | +34.9% | -60.0% | -33.0% |
| All | +61.0% | +26.8% | +34.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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