+69.8%
IBIT vs SM
+5.4%
+64.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +23.1% | +26.3% | -3.2% | +18.4% |
| 3M | +25.6% | +8.7% | +16.9% | +23.3% |
| 6M | +9.1% | +51.7% | -42.5% | -2.0% |
| YTD | -8.9% | +99.0% | -107.9% | -23.8% |
| 1Y | -27.5% | +34.6% | -62.0% | -33.5% |
| All | +69.8% | +5.4% | +64.4% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling