+46.2%
IBIT vs SMR
+82.0%
-35.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.1% |
| 7D | -9.2% | -8.3% | -0.9% | -8.3% |
| 30D | -15.8% | -20.1% | +4.3% | -13.9% |
| 3M | +8.5% | -52.7% | +61.2% | +17.0% |
| 6M | -13.7% | -61.0% | +47.3% | -5.8% |
| YTD | -21.6% | -67.1% | +45.5% | -13.5% |
| 1Y | -30.0% | -79.9% | +49.9% | -19.4% |
| All | +46.2% | +82.0% | -35.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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