+46.2%
IBIT vs SPYG
+77.8%
-31.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.6% |
| 7D | -9.2% | +2.3% | -11.5% | -11.3% |
| 30D | -15.8% | -6.5% | -9.3% | -10.1% |
| 3M | +8.5% | -6.8% | +15.4% | +16.4% |
| 6M | -13.7% | -3.1% | -10.6% | -11.0% |
| YTD | -21.6% | +8.0% | -29.6% | -27.0% |
| 1Y | -30.0% | +10.2% | -40.2% | -35.9% |
| All | +46.2% | +77.8% | -31.6% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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