+66.7%
IBIT vs MTUM
+98.1%
-31.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.8% |
| 7D | +1.4% | +4.1% | -2.7% | -1.7% |
| 30D | +20.6% | -0.2% | +20.8% | +20.4% |
| 3M | +23.7% | -1.9% | +25.6% | +22.8% |
| 6M | +15.0% | +28.1% | -13.1% | -12.2% |
| YTD | -10.6% | +23.6% | -34.2% | -29.0% |
| 1Y | -30.3% | +26.1% | -56.4% | -45.5% |
| All | +66.7% | +98.1% | -31.4% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling