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IB2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 11.03%2 positions 7.39%BTC-USD 9.18%ETH-USD 6.47%LTC-USD 5.60%VOO 39.48%5 positions 15.00%VNQ 5.85%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IB2, 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 Mar 30, 2026, corresponding to the inception date of SIXG

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
IB2
-0.30%
VOO
Vanguard S&P 500 ETF
0.11%-3.33%-3.55%-1.41%17.60%18.47%11.96%14.19%
BND
Vanguard Total Bond Market ETF
0.22%-0.98%0.31%0.85%4.27%3.53%0.30%1.70%
BTC-USD
Bitcoin
-1.99%-2.31%-23.70%-44.66%-19.07%33.89%3.18%66.03%
ETH-USD
Ethereum
-4.09%3.52%-30.81%-54.26%14.38%4.27%0.43%68.46%
VNQ
Vanguard Real Estate ETF
1.36%-4.43%3.06%1.04%2.95%7.33%3.14%4.85%
LTC-USD
Litecoin
-2.55%-4.27%-31.64%-56.16%-35.67%-17.37%-23.12%32.06%
SIXG
Defiance Connective Technologies ETF
3.37%
DBC
Invesco DB Commodity Index Tracking Fund
2.27%13.20%31.17%35.71%33.85%11.56%14.82%10.42%
VEA
Vanguard FTSE Developed Markets ETF
-0.77%-2.79%3.65%8.84%30.37%16.09%8.76%9.49%
DBB
Invesco DB Base Metals Fund
-0.80%-1.34%2.66%15.97%27.45%10.81%8.05%8.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 2026, IB2's average daily return is +0.85%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.

Historically, 100% of months were positive and 0% were negative. The best month was Mar 2026 with a return of +2.3%, while the worst month was Apr 2026 at 0.3%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 0 months.

On a daily basis, IB2 closed higher 67% of trading days. The best single day was Mar 31, 2026 with a return of +2.3%, while the worst single day was Apr 2, 2026 at -0.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.28%0.26%2.54%

Expense Ratio

IB2 has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
540.981.491.231.537.13
BND
Vanguard Total Bond Market ETF
481.001.421.181.714.64
BTC-USD
Bitcoin
39-0.43-0.360.96-1.14-2.03
ETH-USD
Ethereum
740.190.851.09-0.92-1.58
VNQ
Vanguard Real Estate ETF
160.180.361.050.291.11
LTC-USD
Litecoin
43-0.52-0.400.96-1.09-1.75
SIXG
Defiance Connective Technologies ETF
DBC
Invesco DB Commodity Index Tracking Fund
811.802.411.323.168.12
VEA
Vanguard FTSE Developed Markets ETF
831.732.361.352.6410.14
DBB
Invesco DB Base Metals Fund
721.461.981.262.468.34

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for IB2. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

IB2 provided a 1.52% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.52%1.53%1.76%1.89%1.51%1.06%1.23%1.60%1.78%1.49%1.62%1.57%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
BND
Vanguard Total Bond Market ETF
3.92%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
LTC-USD
Litecoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIXG
Defiance Connective Technologies 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%
DBC
Invesco DB Commodity Index Tracking Fund
2.54%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.90%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
DBB
Invesco DB Base Metals Fund
2.55%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%0.00%0.00%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 IB2. 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 IB2 was 0.30%, occurring on Apr 2, 2026. The portfolio has not yet recovered.

The current IB2 drawdown is 0.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.3%Apr 2, 20261Apr 2, 2026

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 13 assets, with an effective number of assets of 5.14, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkBNDDBBMCHIPBWSIXGVNQDBCBTC-USDLTC-USDLITETH-USDVEAVOOPortfolio
Benchmark1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
BND-0.501.00-1.000.500.500.500.500.50-0.50-0.50-0.50-0.50-0.50-0.50-0.50
DBB0.50-1.001.00-0.50-0.50-0.50-0.50-0.500.500.500.500.500.500.500.50
MCHI0.500.50-0.501.001.001.001.00-0.500.500.500.500.500.500.500.50
PBW0.500.50-0.501.001.001.001.00-0.500.500.500.500.500.500.500.50
SIXG0.500.50-0.501.001.001.001.00-0.500.500.500.500.500.500.500.50
VNQ0.500.50-0.501.001.001.001.00-0.500.500.500.500.500.500.500.50
DBC-1.000.50-0.50-0.50-0.50-0.50-0.501.00-1.00-1.00-1.00-1.00-1.00-1.00-1.00
BTC-USD1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
LTC-USD1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
LIT1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
ETH-USD1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
VEA1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
VOO1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
Portfolio1.00-0.500.500.500.500.500.50-1.001.001.001.001.001.001.001.00
The correlation results are calculated based on daily price changes starting from Mar 31, 2026