+51.6%
IBIT vs SPG
+85.5%
-33.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -6.2% | +3.1% | -9.3% | -7.2% |
| 30D | -14.4% | +16.4% | -30.8% | -19.0% |
| 3M | +12.5% | +7.1% | +5.4% | +9.6% |
| 6M | -11.9% | +16.1% | -27.9% | -17.2% |
| YTD | -18.7% | +30.4% | -49.2% | -27.5% |
| 1Y | -29.9% | +33.0% | -62.9% | -38.1% |
| All | +51.6% | +85.5% | -33.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling