+51.6%
IBIT vs SAP
+55.3%
-3.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.4% |
| 7D | -6.2% | -3.9% | -2.3% | -5.2% |
| 30D | -14.4% | +6.5% | -20.9% | -16.1% |
| 3M | +12.5% | +14.7% | -2.2% | +7.8% |
| 6M | -11.9% | +39.9% | -51.8% | -21.1% |
| YTD | -18.7% | -2.0% | -16.7% | -16.9% |
| 1Y | -29.9% | -6.0% | -23.9% | -27.0% |
| All | +51.6% | +55.3% | -3.8% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling