+64.0%
IBIT vs MTUM
+94.5%
-30.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.1% |
| 7D | -5.8% | +1.2% | -7.0% | -6.7% |
| 30D | +21.5% | -1.7% | +23.2% | +22.7% |
| 3M | +24.5% | -0.5% | +25.0% | +21.7% |
| 6M | +10.0% | +22.3% | -12.3% | -12.5% |
| YTD | -12.0% | +21.4% | -33.4% | -29.1% |
| 1Y | -32.3% | +20.0% | -52.3% | -44.8% |
| All | +64.0% | +94.5% | -30.5% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling