+61.0%
IBIT vs SM
-13.5%
+74.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.1% | -25.9% | +24.8% | +2.6% |
| 30D | -9.2% | -15.1% | +5.9% | -7.7% |
| 3M | +17.5% | +4.9% | +12.6% | +14.9% |
| 6M | -7.2% | +6.1% | -13.3% | -10.6% |
| YTD | -13.6% | +63.4% | -77.1% | -26.4% |
| 1Y | -25.1% | +72.5% | -97.6% | -37.3% |
| All | +61.0% | -13.5% | +74.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling