+69.8%
IBIT vs SPY
+66.1%
+3.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +23.1% | +0.1% | +23.1% | +23.0% |
| 3M | +25.6% | +2.0% | +23.6% | +22.5% |
| 6M | +9.1% | +13.0% | -3.9% | -6.4% |
| YTD | -8.9% | +13.5% | -22.4% | -21.8% |
| 1Y | -27.5% | +20.0% | -47.4% | -41.3% |
| All | +69.8% | +66.1% | +3.7% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling