+46.2%
IBIT vs SFM
+5.5%
+40.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.9% | -3.7% |
| 7D | -9.2% | +6.0% | -15.2% | -9.8% |
| 30D | -15.8% | -19.5% | +3.7% | -14.0% |
| 3M | +8.5% | -37.0% | +45.6% | +14.5% |
| 6M | -13.7% | -41.0% | +27.3% | -8.4% |
| YTD | -21.6% | -34.6% | +13.1% | -18.6% |
| 1Y | -30.0% | -36.3% | +6.3% | -27.1% |
| All | +46.2% | +5.5% | +40.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling