+56.5%
IBIT vs TTMI
+392.4%
-335.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | -5.4% | -11.5% | +6.1% | -3.6% |
| 30D | -10.5% | -40.3% | +29.8% | -2.5% |
| 3M | +15.0% | -44.5% | +59.5% | +26.0% |
| 6M | -8.3% | -54.1% | +45.8% | +2.5% |
| YTD | -16.1% | +4.7% | -20.7% | -27.8% |
| 1Y | -30.8% | +3.3% | -34.1% | -41.0% |
| All | +56.5% | +392.4% | -335.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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