+58.6%
IBIT vs SPYM
+64.6%
-6.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | -0.4% |
| 7D | -6.8% | -0.9% | -5.9% | -5.7% |
| 30D | -9.9% | -2.4% | -7.5% | -6.9% |
| 3M | +17.5% | -1.1% | +18.7% | +19.5% |
| 6M | -9.1% | +3.3% | -12.4% | -12.7% |
| YTD | -14.9% | +12.4% | -27.3% | -26.2% |
| 1Y | -27.6% | +12.5% | -40.1% | -37.3% |
| All | +58.6% | +64.6% | -6.0% | -13.2% |
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