+46.2%
IBIT vs SIMO
+180.7%
-134.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.1% | -2.8% |
| 7D | -9.2% | +4.1% | -13.3% | -9.7% |
| 30D | -15.8% | -24.0% | +8.2% | -13.2% |
| 3M | +8.5% | -31.8% | +40.3% | +12.4% |
| 6M | -13.7% | -36.9% | +23.2% | -11.3% |
| YTD | -21.6% | +84.8% | -106.4% | -38.7% |
| 1Y | -30.0% | +99.0% | -128.9% | -46.6% |
| All | +46.2% | +180.7% | -134.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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