+58.6%
IBIT vs SIMO
+204.2%
-145.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.3% | +0.2% |
| 7D | -6.8% | +0.9% | -7.7% | -7.1% |
| 30D | -9.9% | -25.4% | +15.5% | -6.9% |
| 3M | +17.5% | -17.8% | +35.3% | +18.5% |
| 6M | -9.1% | -29.6% | +20.5% | -8.1% |
| YTD | -14.9% | +100.3% | -115.2% | -34.3% |
| 1Y | -27.6% | +100.4% | -128.0% | -44.2% |
| All | +58.6% | +204.2% | -145.6% | +0.3% |
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