+64.4%
IBIT vs MTUM
+97.0%
-32.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.8% |
| 7D | -3.2% | +0.7% | -3.9% | -3.8% |
| 30D | +22.0% | -2.4% | +24.4% | +24.0% |
| 3M | +21.4% | -3.6% | +25.1% | +22.5% |
| 6M | +9.2% | +23.7% | -14.4% | -13.8% |
| YTD | -11.8% | +22.9% | -34.8% | -29.7% |
| 1Y | -32.7% | +21.8% | -54.5% | -45.7% |
| All | +64.4% | +97.0% | -32.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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