+66.3%
IBIT vs SMTC
+699.7%
-633.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.1% | +22.5% | -21.3% | -1.9% |
| 30D | +22.2% | +24.9% | -2.6% | +17.5% |
| 3M | +26.0% | +4.1% | +22.0% | +23.3% |
| 6M | +13.2% | +92.6% | -79.4% | -1.2% |
| YTD | -10.8% | +122.5% | -133.3% | -24.3% |
| 1Y | -29.9% | +166.2% | -196.2% | -42.5% |
| All | +66.3% | +699.7% | -633.4% | +6.3% |
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