+51.6%
IBIT vs SPY
+63.7%
-12.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.0% |
| 7D | -6.2% | +3.3% | -9.5% | -10.1% |
| 30D | -14.4% | -2.7% | -11.7% | -11.2% |
| 3M | +12.5% | -1.7% | +14.2% | +15.3% |
| 6M | -11.9% | +3.1% | -15.0% | -15.0% |
| YTD | -18.7% | +11.9% | -30.6% | -28.8% |
| 1Y | -29.9% | +12.0% | -41.9% | -38.6% |
| All | +51.6% | +63.7% | -12.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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