+64.0%
IBIT vs SPYG
+85.0%
-21.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.6% |
| 7D | -5.8% | -1.8% | -3.9% | -4.1% |
| 30D | +21.5% | -1.9% | +23.5% | +23.8% |
| 3M | +24.5% | +5.2% | +19.4% | +18.3% |
| 6M | +10.0% | +15.6% | -5.6% | -4.7% |
| YTD | -12.0% | +12.4% | -24.4% | -21.3% |
| 1Y | -32.3% | +17.5% | -49.8% | -41.6% |
| All | +64.0% | +85.0% | -21.0% | -1.9% |
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