+58.9%
IBIT vs SMTC
+468.0%
-409.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.8% | -14.1% | -3.0% |
| 7D | -2.4% | -4.8% | +2.5% | -2.3% |
| 30D | -9.1% | -37.8% | +28.7% | -4.0% |
| 3M | +15.0% | -16.5% | +31.5% | +15.3% |
| 6M | -6.9% | -4.4% | -2.5% | -10.3% |
| YTD | -14.8% | +58.0% | -72.8% | -25.2% |
| 1Y | -28.1% | +62.0% | -90.1% | -37.3% |
| All | +58.9% | +468.0% | -409.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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