+39.1%
MSFT vs IBIT
+39.4%
-0.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.7% |
| 7D | -1.3% | -9.2% | +7.9% | +0.1% |
| 30D | -1.8% | -15.8% | +13.9% | +0.7% |
| 3M | +5.6% | +8.5% | -2.9% | +4.3% |
| 6M | +29.8% | -13.7% | +43.5% | +32.1% |
| YTD | +9.0% | -21.6% | +30.6% | +11.6% |
| 1Y | +4.9% | -30.0% | +34.9% | +8.7% |
| All | +39.1% | +39.4% | -0.3% | +34.3% |
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