+66.7%
IBIT vs SBAC
-17.3%
+83.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +20.6% | +3.2% | +17.4% | +20.6% |
| 3M | +23.7% | -5.1% | +28.7% | +23.6% |
| 6M | +15.0% | -2.1% | +17.1% | +15.3% |
| YTD | -10.6% | -0.5% | -10.1% | -10.5% |
| 1Y | -30.3% | +1.1% | -31.4% | -30.1% |
| All | +66.7% | -17.3% | +83.9% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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