+29.6%
IBIT vs SARO
-21.1%
+50.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | +1.4% | +1.1% | +0.4% | +1.1% |
| 30D | +20.6% | -16.2% | +36.8% | +27.4% |
| 3M | +23.7% | -1.3% | +25.0% | +22.6% |
| 6M | +15.0% | -15.2% | +30.2% | +20.0% |
| YTD | -10.6% | -14.7% | +4.1% | -6.8% |
| 1Y | -30.3% | -9.1% | -21.2% | -29.0% |
| All | +29.6% | -21.1% | +50.7% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling