+119.5%
JPM vs IBIT
+58.5%
+61.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -0.4% | +1.1% | -1.6% | -0.6% |
| 30D | -1.4% | +22.2% | -23.7% | -4.2% |
| 3M | +13.9% | +26.0% | -12.1% | +10.2% |
| 6M | +23.5% | +13.2% | +10.3% | +20.9% |
| YTD | +11.6% | -10.8% | +22.4% | +12.3% |
| 1Y | +21.4% | -29.9% | +51.3% | +25.8% |
| All | +119.5% | +58.5% | +61.0% | +102.9% |
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