-20.7%
IBIT vs MDT
+20.2%
-41.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +3.0% |
| 7D | -1.8% | +10.7% | -12.5% | -1.5% |
| 30D | -6.7% | +19.3% | -26.0% | -6.2% |
| 3M | +24.6% | +22.8% | +1.8% | +25.2% |
| 6M | -0.2% | +36.4% | -36.5% | +1.0% |
| YTD | -8.7% | +12.1% | -20.8% | -8.6% |
| 1Y | -20.7% | +19.9% | -40.7% | -22.8% |
| All | -20.7% | +20.2% | -41.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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