+66.3%
IBIT vs SPYM
+64.8%
+1.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.7% |
| 30D | +22.2% | -1.4% | +23.6% | +24.5% |
| 3M | +26.0% | +3.7% | +22.3% | +20.0% |
| 6M | +13.2% | +13.0% | +0.1% | -3.6% |
| YTD | -10.8% | +12.5% | -23.3% | -22.9% |
| 1Y | -29.9% | +18.6% | -48.6% | -42.9% |
| All | +66.3% | +64.8% | +1.5% | -9.2% |
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