+46.2%
IBIT vs VMC
+25.9%
+20.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.3% |
| 7D | -9.2% | -1.3% | -7.9% | -8.8% |
| 30D | -15.8% | +15.5% | -31.2% | -20.4% |
| 3M | +8.5% | +0.6% | +7.9% | +8.0% |
| 6M | -13.7% | +2.1% | -15.8% | -15.4% |
| YTD | -21.6% | -1.6% | -20.0% | -23.0% |
| 1Y | -30.0% | -1.2% | -28.8% | -31.5% |
| All | +46.2% | +25.9% | +20.3% | +22.2% |
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