+64.6%
IBM vs IBIT
+51.5%
+13.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -2.5% | -2.4% | -0.2% | -2.4% |
| 30D | +8.4% | -9.1% | +17.4% | +9.1% |
| 3M | +4.5% | +15.0% | -10.5% | +3.3% |
| 6M | +7.9% | -6.9% | +14.8% | +8.5% |
| YTD | -15.2% | -14.8% | -0.5% | -14.7% |
| 1Y | -17.6% | -28.1% | +10.5% | -16.2% |
| All | +64.6% | +51.5% | +13.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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