Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Net Worth Family's Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio High Net Worth Family's Portfolio | 0.06% | -2.29% | -1.90% | -1.40% | 9.69% | — | — | — |
| Portfolio components: | ||||||||
IVV iShares Core S&P 500 ETF | 0.14% | -3.32% | -3.54% | -1.40% | 17.62% | 18.49% | 11.96% | 14.16% |
IEMG iShares Core MSCI Emerging Markets ETF | -1.02% | -3.09% | 3.48% | 6.02% | 32.00% | 15.85% | 4.31% | 8.31% |
GOVT iShares U.S. Treasury Bond ETF | 0.20% | -1.07% | 0.22% | 0.69% | 3.22% | 2.49% | -0.22% | 0.97% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.24% | -0.22% | 0.13% | 1.21% | 6.94% | 8.10% | 3.71% | 5.21% |
VNQ Vanguard Real Estate ETF | 1.36% | -4.43% | 3.06% | 1.04% | 2.95% | 7.33% | 3.14% | 4.85% |
PSP Invesco Global Listed Private Equity ETF | -0.24% | -3.98% | -15.41% | -16.07% | -8.56% | 10.65% | 0.94% | 7.62% |
QAI IQ Hedge Multi-Strategy Tracker ETF | 0.29% | -0.29% | 2.51% | 3.40% | 10.79% | 8.24% | 3.54% | 3.36% |
IBIT iShares Bitcoin Trust ETF | -1.73% | -1.89% | -23.52% | -44.79% | -23.15% | — | — | — |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.02% | 0.31% | 0.90% | 1.85% | 4.01% | 4.71% | 3.28% | 2.13% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 12, 2024, High Net Worth Family's Portfolio's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.
Historically, 71% of months were positive and 29% were negative. The best month was Jun 2025 with a return of +3.5%, while the worst month was Mar 2026 at -4.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, High Net Worth Family's Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Apr 4, 2025 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.82% | 0.04% | -4.15% | 0.48% | -1.90% | ||||||||
| 2025 | 1.87% | -0.14% | -2.43% | -0.11% | 3.12% | 3.51% | 0.95% | 1.80% | 1.91% | 0.63% | -0.07% | 0.36% | 11.86% |
| 2024 | 0.10% | 3.12% | 2.35% | -3.09% | 3.12% | 1.43% | 2.67% | 1.60% | 2.68% | -1.41% | 3.51% | -2.29% | 14.37% |
Benchmark Metrics
High Net Worth Family's Portfolio has an annualized alpha of 1.55%, beta of 0.59, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.
- This portfolio participated in 64.38% of S&P 500 Index downside but only 63.05% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.55%
- Beta
- 0.59
- R²
- 0.87
- Upside Capture
- 63.05%
- Downside Capture
- 64.38%
Expense Ratio
High Net Worth Family's Portfolio has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
High Net Worth Family's Portfolio ranks 20 for risk / return — in the bottom 20% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.88 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.37 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.39 | -0.20 |
Martin ratioReturn relative to average drawdown | 5.25 | 6.43 | -1.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 54 | 0.97 | 1.48 | 1.23 | 1.52 | 7.13 |
IEMG iShares Core MSCI Emerging Markets ETF | 79 | 1.62 | 2.21 | 1.32 | 2.43 | 9.12 |
GOVT iShares U.S. Treasury Bond ETF | 35 | 0.80 | 1.17 | 1.14 | 1.21 | 3.10 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 70 | 1.25 | 1.88 | 1.29 | 1.82 | 9.56 |
VNQ Vanguard Real Estate ETF | 16 | 0.18 | 0.36 | 1.05 | 0.29 | 1.11 |
PSP Invesco Global Listed Private Equity ETF | 6 | -0.35 | -0.34 | 0.95 | -0.33 | -0.90 |
QAI IQ Hedge Multi-Strategy Tracker ETF | 74 | 1.43 | 2.02 | 1.31 | 2.03 | 9.27 |
IBIT iShares Bitcoin Trust ETF | 5 | -0.51 | -0.49 | 0.94 | -0.43 | -0.91 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.57 | 254.91 | 180.89 | 367.86 | 4,130.10 |
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Dividends
Dividend yield
High Net Worth Family's Portfolio provided a 3.29% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.29% | 3.20% | 3.65% | 3.15% | 2.47% | 2.55% | 2.44% | 2.89% | 3.19% | 3.03% | 2.47% | 2.75% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.22% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.66% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
GOVT iShares U.S. Treasury Bond ETF | 3.52% | 3.49% | 3.14% | 2.65% | 1.77% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.87% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
VNQ Vanguard Real Estate ETF | 3.86% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
PSP Invesco Global Listed Private Equity ETF | 6.83% | 5.87% | 8.62% | 3.96% | 2.88% | 10.34% | 4.66% | 5.87% | 6.81% | 10.18% | 4.12% | 6.23% |
QAI IQ Hedge Multi-Strategy Tracker ETF | 1.47% | 1.50% | 2.22% | 4.08% | 2.00% | 0.28% | 1.98% | 1.91% | 1.90% | 0.00% | 0.00% | 0.48% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the High Net Worth Family's Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the High Net Worth Family's Portfolio was 11.21%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.
The current High Net Worth Family's Portfolio drawdown is 4.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.21% | Feb 21, 2025 | 33 | Apr 8, 2025 | 41 | Jun 6, 2025 | 74 |
| -6.46% | Jan 28, 2026 | 42 | Mar 27, 2026 | — | — | — |
| -4.47% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -4.1% | Dec 9, 2024 | 23 | Jan 13, 2025 | 23 | Feb 14, 2025 | 46 |
| -3.99% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 6.38, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | BIL | GOVT | IBIT | VNQ | IEMG | PSP | HYG | QAI | IVV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.01 | 0.10 | 0.40 | 0.45 | 0.64 | 0.72 | 0.69 | 0.80 | 1.00 | 0.90 |
| BIL | -0.01 | 1.00 | -0.03 | 0.07 | 0.04 | -0.02 | -0.02 | 0.00 | -0.01 | -0.01 | 0.00 |
| GOVT | 0.10 | -0.03 | 1.00 | -0.01 | 0.39 | 0.10 | 0.17 | 0.45 | 0.09 | 0.10 | 0.27 |
| IBIT | 0.40 | 0.07 | -0.01 | 1.00 | 0.21 | 0.36 | 0.39 | 0.36 | 0.48 | 0.39 | 0.49 |
| VNQ | 0.45 | 0.04 | 0.39 | 0.21 | 1.00 | 0.33 | 0.51 | 0.58 | 0.46 | 0.46 | 0.64 |
| IEMG | 0.64 | -0.02 | 0.10 | 0.36 | 0.33 | 1.00 | 0.59 | 0.55 | 0.76 | 0.65 | 0.76 |
| PSP | 0.72 | -0.02 | 0.17 | 0.39 | 0.51 | 0.59 | 1.00 | 0.67 | 0.76 | 0.72 | 0.86 |
| HYG | 0.69 | 0.00 | 0.45 | 0.36 | 0.58 | 0.55 | 0.67 | 1.00 | 0.67 | 0.69 | 0.80 |
| QAI | 0.80 | -0.01 | 0.09 | 0.48 | 0.46 | 0.76 | 0.76 | 0.67 | 1.00 | 0.80 | 0.87 |
| IVV | 1.00 | -0.01 | 0.10 | 0.39 | 0.46 | 0.65 | 0.72 | 0.69 | 0.80 | 1.00 | 0.90 |
| Portfolio | 0.90 | 0.00 | 0.27 | 0.49 | 0.64 | 0.76 | 0.86 | 0.80 | 0.87 | 0.90 | 1.00 |