+64.4%
IBIT vs VYM
+55.8%
+8.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.7% |
| 7D | -3.2% | -0.8% | -2.4% | -2.2% |
| 30D | +22.0% | -2.2% | +24.2% | +25.6% |
| 3M | +21.4% | +3.1% | +18.3% | +16.5% |
| 6M | +9.2% | +9.7% | -0.5% | -3.6% |
| YTD | -11.8% | +14.9% | -26.7% | -26.2% |
| 1Y | -32.7% | +17.6% | -50.3% | -45.2% |
| All | +64.4% | +55.8% | +8.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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