+58.9%
IBIT vs MMM
+122.7%
-63.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.8% |
| 7D | -2.4% | +5.8% | -8.1% | -3.9% |
| 30D | -9.1% | +17.9% | -27.0% | -13.0% |
| 3M | +15.0% | +3.6% | +11.4% | +13.8% |
| 6M | -6.9% | +32.9% | -39.8% | -14.6% |
| YTD | -14.8% | +19.5% | -34.2% | -19.3% |
| 1Y | -28.1% | +16.5% | -44.7% | -31.4% |
| All | +58.9% | +122.7% | -63.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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