+66.7%
IBIT vs VMC
+16.5%
+50.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.2% |
| 7D | +1.4% | -0.5% | +2.0% | +1.6% |
| 30D | +20.6% | -9.1% | +29.7% | +25.1% |
| 3M | +23.7% | -4.1% | +27.8% | +24.7% |
| 6M | +15.0% | -5.5% | +20.5% | +16.0% |
| YTD | -10.6% | -8.9% | -1.7% | -9.4% |
| 1Y | -30.3% | -12.9% | -17.4% | -27.9% |
| All | +66.7% | +16.5% | +50.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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