+66.7%
IBIT vs SPYG
+87.3%
-20.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | +1.4% | +1.2% | +0.2% | +0.4% |
| 30D | +20.6% | -1.6% | +22.2% | +22.5% |
| 3M | +23.7% | +3.4% | +20.3% | +19.5% |
| 6M | +15.0% | +18.9% | -3.9% | -3.2% |
| YTD | -10.6% | +13.8% | -24.4% | -21.0% |
| 1Y | -30.3% | +20.6% | -50.9% | -41.3% |
| All | +66.7% | +87.3% | -20.6% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling