+69.8%
IBIT vs MKC
-16.0%
+85.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.4% |
| 7D | +3.0% | -5.9% | +8.9% | +3.0% |
| 30D | +23.1% | -0.9% | +24.0% | +23.0% |
| 3M | +25.6% | +12.7% | +12.8% | +25.6% |
| 6M | +9.1% | -19.3% | +28.4% | +9.0% |
| YTD | -8.9% | -22.2% | +13.3% | -9.1% |
| 1Y | -27.5% | -23.3% | -4.1% | -27.6% |
| All | +69.8% | -16.0% | +85.9% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling