+66.3%
IBIT vs MKC
-17.0%
+83.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +1.1% | -4.3% | +5.5% | +1.1% |
| 30D | +22.2% | -3.1% | +25.4% | +22.1% |
| 3M | +26.0% | +6.8% | +19.2% | +26.0% |
| 6M | +13.2% | -18.3% | +31.5% | +13.0% |
| YTD | -10.8% | -23.1% | +12.3% | -11.1% |
| 1Y | -29.9% | -23.7% | -6.3% | -30.1% |
| All | +66.3% | -17.0% | +83.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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