+56.5%
IBIT vs SIMO
+179.9%
-123.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -5.4% | -16.0% | +10.6% | -3.4% |
| 30D | -10.5% | -35.8% | +25.3% | -5.7% |
| 3M | +15.0% | -26.5% | +41.5% | +17.8% |
| 6M | -8.3% | -33.0% | +24.7% | -6.7% |
| YTD | -16.1% | +84.3% | -100.4% | -34.4% |
| 1Y | -30.8% | +82.0% | -112.7% | -45.8% |
| All | +56.5% | +179.9% | -123.4% | +0.1% |
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