+9.1%
IBIT vs SAP
+13.1%
-4.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +3.0% | -2.9% | +5.9% | +3.2% |
| 30D | +23.1% | +9.0% | +14.1% | +22.8% |
| 3M | +25.6% | +14.9% | +10.6% | +26.0% |
| 6M | +9.1% | +11.9% | -2.8% | +12.7% |
| All | +9.1% | +13.1% | -4.0% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling