+64.4%
IBIT vs SPMO
+126.2%
-61.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -2.5% |
| 30D | +22.0% | -1.9% | +23.9% | +23.5% |
| 3M | +21.4% | -1.4% | +22.8% | +20.6% |
| 6M | +9.2% | +25.5% | -16.3% | -13.7% |
| YTD | -11.8% | +24.8% | -36.7% | -29.7% |
| 1Y | -32.7% | +24.5% | -57.2% | -46.0% |
| All | +64.4% | +126.2% | -61.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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