+64.8%
IBM vs IBIT
+44.5%
+20.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -1.1% |
| 7D | -0.3% | -6.2% | +5.9% | +0.2% |
| 30D | +6.8% | -14.4% | +21.1% | +8.0% |
| 3M | +4.4% | +12.5% | -8.1% | +3.5% |
| 6M | +13.2% | -11.9% | +25.1% | +14.3% |
| YTD | -15.1% | -18.7% | +3.6% | -14.3% |
| 1Y | -20.2% | -29.9% | +9.7% | -18.6% |
| All | +64.8% | +44.5% | +20.3% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling