+40.9%
MSFT vs IBIT
+53.5%
-12.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +1.7% | -1.1% | +2.8% | +1.9% |
| 30D | +0.2% | -9.2% | +9.3% | +1.6% |
| 3M | +6.4% | +17.5% | -11.2% | +3.8% |
| 6M | +28.7% | -7.2% | +35.9% | +29.6% |
| YTD | +10.4% | -13.6% | +24.0% | +11.4% |
| 1Y | +7.6% | -25.1% | +32.7% | +10.2% |
| All | +40.9% | +53.5% | -12.6% | +34.2% |
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 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