+64.4%
IBIT vs MCK
+83.9%
-19.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.2% | -2.9% | -0.3% | -3.9% |
| 30D | +22.0% | +0.4% | +21.5% | +22.2% |
| 3M | +21.4% | +12.1% | +9.3% | +25.4% |
| 6M | +9.2% | -5.4% | +14.7% | +8.6% |
| YTD | -11.8% | +7.8% | -19.6% | -8.1% |
| 1Y | -32.7% | +22.9% | -55.6% | -28.1% |
| All | +64.4% | +83.9% | -19.6% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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