+66.3%
IBIT vs TMO
+12.4%
+54.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +22.2% | +1.0% | +21.2% | +22.0% |
| 3M | +26.0% | +22.7% | +3.3% | +19.7% |
| 6M | +13.2% | +19.0% | -5.8% | +8.1% |
| YTD | -10.8% | +4.7% | -15.5% | -11.3% |
| 1Y | -29.9% | +26.0% | -56.0% | -34.0% |
| All | +66.3% | +12.4% | +54.0% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling