-30.0%
IBIT vs MOD
-6.2%
-23.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +27.9% | -31.4% | -4.9% |
| 7D | -9.2% | +40.4% | -49.6% | -11.1% |
| 30D | -15.8% | -14.0% | -1.8% | -14.7% |
| 3M | +8.5% | -33.3% | +41.9% | +11.6% |
| 6M | -13.7% | -51.4% | +37.7% | -9.8% |
| YTD | -21.6% | +1.6% | -23.2% | -17.3% |
| 1Y | -30.0% | +5.4% | -35.3% | -26.5% |
| All | -30.0% | -6.2% | -23.8% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling