+112.7%
JPM vs IBIT
+49.2%
+63.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.2% | -5.4% | +6.6% | +2.0% |
| 30D | +2.7% | -10.5% | +13.2% | +4.2% |
| 3M | -4.5% | +15.0% | -19.5% | -6.5% |
| 6M | +14.3% | -8.3% | +22.6% | +15.3% |
| YTD | +8.2% | -16.1% | +24.3% | +9.6% |
| 1Y | +10.0% | -30.8% | +40.8% | +14.3% |
| All | +112.7% | +49.2% | +63.6% | +98.0% |
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