+64.0%
IBIT vs TMO
+11.9%
+52.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | -2.5% | -3.3% | -5.1% |
| 30D | +21.5% | -0.3% | +21.8% | +21.7% |
| 3M | +24.5% | +25.3% | -0.7% | +17.6% |
| 6M | +10.0% | +20.9% | -10.9% | +4.5% |
| YTD | -12.0% | +4.3% | -16.3% | -12.4% |
| 1Y | -32.3% | +27.0% | -59.3% | -36.3% |
| All | +64.0% | +11.9% | +52.1% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling