+51.6%
IBIT vs SPYM
+64.1%
-12.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.0% |
| 7D | -6.2% | +3.3% | -9.5% | -10.2% |
| 30D | -14.4% | -2.6% | -11.7% | -11.2% |
| 3M | +12.5% | -1.7% | +14.2% | +15.3% |
| 6M | -11.9% | +3.1% | -15.0% | -15.2% |
| YTD | -18.7% | +12.0% | -30.7% | -29.2% |
| 1Y | -29.9% | +12.1% | -42.0% | -39.0% |
| All | +51.6% | +64.1% | -12.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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