+51.6%
IBIT vs MSI
+73.1%
-21.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -6.2% | +2.6% | -8.8% | -6.6% |
| 30D | -14.4% | +18.1% | -32.5% | -17.2% |
| 3M | +12.5% | +13.2% | -0.8% | +9.7% |
| 6M | -11.9% | +36.3% | -48.2% | -17.9% |
| YTD | -18.7% | +39.5% | -58.2% | -25.5% |
| 1Y | -29.9% | +36.9% | -66.8% | -35.4% |
| All | +51.6% | +73.1% | -21.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling