+57.1%
IBM vs IBIT
+61.9%
-4.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -0.3% | +3.0% | -3.3% | -0.5% |
| 30D | +0.3% | +23.1% | -22.8% | -1.3% |
| 3M | -21.6% | +25.6% | -47.2% | -23.0% |
| 6M | -4.7% | +9.1% | -13.8% | -5.5% |
| YTD | -19.1% | -8.9% | -10.2% | -19.0% |
| 1Y | -2.5% | -27.5% | +25.0% | -1.0% |
| All | +57.1% | +61.9% | -4.8% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling