+32.7%
MSFT vs IBIT
+61.9%
-29.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -2.7% | +3.0% | -5.7% | -3.1% |
| 30D | +2.7% | +23.1% | -20.4% | -0.4% |
| 3M | +17.0% | +25.6% | -8.6% | +12.9% |
| 6M | +23.8% | +9.1% | +14.7% | +21.7% |
| YTD | +4.0% | -8.9% | +12.9% | +4.2% |
| 1Y | -0.8% | -27.5% | +26.6% | +1.7% |
| All | +32.7% | +61.9% | -29.2% | +25.4% |
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