-20.7%
IBIT vs MCO
+9.9%
-30.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +1.5% |
| 7D | -1.8% | +10.7% | -12.5% | -4.7% |
| 30D | -6.7% | +17.9% | -24.5% | -11.3% |
| 3M | +24.6% | +9.5% | +15.1% | +21.3% |
| 6M | -0.2% | +18.1% | -18.2% | -4.9% |
| YTD | -8.7% | +4.1% | -12.8% | -9.6% |
| 1Y | -20.7% | +9.3% | -30.1% | -22.6% |
| All | -20.7% | +9.9% | -30.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling