-20.7%
IBIT vs SAP
-5.6%
-15.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.2% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | -6.7% | +15.5% | -22.2% | -8.8% |
| 3M | +24.6% | +22.8% | +1.8% | +20.9% |
| 6M | -0.2% | +42.5% | -42.6% | -5.2% |
| YTD | -8.7% | +0.5% | -9.2% | -5.5% |
| 1Y | -20.7% | -5.9% | -14.8% | -12.2% |
| All | -20.7% | -5.6% | -15.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling