+46.2%
IBIT vs SMTC
+459.0%
-412.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | -3.0% |
| 7D | -9.2% | +11.0% | -20.2% | -10.6% |
| 30D | -15.8% | -28.5% | +12.7% | -12.6% |
| 3M | +8.5% | -14.2% | +22.7% | +8.4% |
| 6M | -13.7% | -18.0% | +4.3% | -14.7% |
| YTD | -21.6% | +55.5% | -77.1% | -31.1% |
| 1Y | -30.0% | +69.5% | -99.5% | -39.4% |
| All | +46.2% | +459.0% | -412.7% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling