+69.8%
IBIT vs MMM
+99.0%
-29.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | +3.0% | -3.3% | +6.3% | +4.0% |
| 30D | +23.1% | -7.0% | +30.1% | +25.5% |
| 3M | +25.6% | +10.8% | +14.8% | +21.6% |
| 6M | +9.1% | +5.8% | +3.4% | +7.0% |
| YTD | -8.9% | +6.8% | -15.7% | -11.0% |
| 1Y | -27.5% | +10.4% | -37.8% | -29.7% |
| All | +69.8% | +99.0% | -29.2% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling