-9.1%
IBIT vs SPYG
-0.5%
-8.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.2% |
| 7D | -6.8% | -1.5% | -5.3% | -5.4% |
| 30D | -9.9% | -7.2% | -2.7% | -3.3% |
| 3M | +17.5% | -4.6% | +22.2% | +23.1% |
| 6M | -9.1% | -1.2% | -7.9% | -7.7% |
| All | -9.1% | -0.5% | -8.6% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling