+46.2%
IBIT vs MET
+61.9%
-15.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.9% |
| 7D | -9.2% | +4.5% | -13.6% | -11.2% |
| 30D | -15.8% | +3.5% | -19.3% | -17.3% |
| 3M | +8.5% | +5.9% | +2.6% | +5.1% |
| 6M | -13.7% | +33.1% | -46.8% | -26.4% |
| YTD | -21.6% | +33.6% | -55.1% | -33.4% |
| 1Y | -30.0% | +32.7% | -62.6% | -40.4% |
| All | +46.2% | +61.9% | -15.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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