+46.2%
IBIT vs SM
-5.3%
+51.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -9.2% | +9.4% | -18.6% | -10.3% |
| 30D | -15.8% | -14.4% | -1.4% | -14.4% |
| 3M | +8.5% | +1.6% | +7.0% | +7.0% |
| 6M | -13.7% | +6.3% | -20.0% | -16.4% |
| YTD | -21.6% | +78.8% | -100.4% | -34.0% |
| 1Y | -30.0% | +83.1% | -113.1% | -41.5% |
| All | +46.2% | -5.3% | +51.6% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling