+56.5%
IBIT vs MOD
+66.8%
-10.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | -5.4% | -17.8% | +12.5% | -3.0% |
| 30D | -10.5% | -43.2% | +32.8% | -2.5% |
| 3M | +15.0% | -46.0% | +61.1% | +25.8% |
| 6M | -8.3% | -62.2% | +54.0% | +5.2% |
| YTD | -16.1% | -22.8% | +6.7% | -17.2% |
| 1Y | -30.8% | -35.5% | +4.7% | -29.6% |
| All | +56.5% | +66.8% | -10.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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