+64.4%
IBIT vs MKTX
-37.7%
+102.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +22.0% | +0.7% | +21.2% | +21.9% |
| 3M | +21.4% | +40.8% | -19.4% | +17.6% |
| 6M | +9.2% | -8.0% | +17.2% | +9.8% |
| YTD | -11.8% | -8.7% | -3.1% | -11.5% |
| 1Y | -32.7% | -11.8% | -20.9% | -32.2% |
| All | +64.4% | -37.7% | +102.0% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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