-27.5%
IBIT vs TMO
+27.8%
-55.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | +23.1% | +6.2% | +16.9% | +21.7% |
| 3M | +25.6% | +27.5% | -1.9% | +19.3% |
| 6M | +9.1% | +20.0% | -10.8% | +5.5% |
| YTD | -8.9% | +6.1% | -15.0% | -7.0% |
| 1Y | -27.5% | +25.8% | -53.3% | -29.1% |
| All | -27.5% | +27.8% | -55.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling