+46.2%
IBIT vs SBAC
-16.4%
+62.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.5% |
| 7D | -9.2% | +0.6% | -9.8% | -9.2% |
| 30D | -15.8% | +5.5% | -21.3% | -15.8% |
| 3M | +8.5% | +3.1% | +5.5% | +8.5% |
| 6M | -13.7% | -7.0% | -6.7% | -13.7% |
| YTD | -21.6% | +0.5% | -22.1% | -21.4% |
| 1Y | -30.0% | +0.2% | -30.2% | -29.8% |
| All | +46.2% | -16.4% | +62.6% | +42.4% |
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