-27.6%
IBIT vs RMBS
-22.1%
-5.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.5% |
| 7D | -6.8% | +3.0% | -9.8% | -7.4% |
| 30D | -9.9% | -15.5% | +5.7% | -7.9% |
| 3M | +17.5% | -11.5% | +29.0% | +18.7% |
| 6M | -9.1% | -36.5% | +27.4% | -4.8% |
| YTD | -14.9% | -7.1% | -7.8% | -24.3% |
| 1Y | -27.6% | -18.7% | -9.0% | -33.5% |
| All | -27.6% | -22.1% | -5.6% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling