+64.4%
IBIT vs MTCH
+13.6%
+50.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | +22.0% | +15.9% | +6.1% | +18.3% |
| 3M | +21.4% | +23.3% | -1.9% | +15.9% |
| 6M | +9.2% | +40.1% | -30.9% | +1.5% |
| YTD | -11.8% | +33.6% | -45.4% | -17.4% |
| 1Y | -32.7% | +14.1% | -46.8% | -35.2% |
| All | +64.4% | +13.6% | +50.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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