+27.8%
IBIT vs SARO
-22.5%
+50.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -3.2% | -3.1% | -0.1% | -2.3% |
| 30D | +22.0% | -12.2% | +34.2% | +26.8% |
| 3M | +21.4% | -7.4% | +28.8% | +23.1% |
| 6M | +9.2% | -15.3% | +24.5% | +13.8% |
| YTD | -11.8% | -16.2% | +4.3% | -7.6% |
| 1Y | -32.7% | -12.1% | -20.6% | -30.7% |
| All | +27.8% | -22.5% | +50.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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