+69.8%
IBIT vs SFM
+64.9%
+4.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.8% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +23.1% | -4.4% | +27.5% | +23.7% |
| 3M | +25.6% | +1.5% | +24.0% | +24.8% |
| 6M | +9.1% | +6.5% | +2.7% | +6.8% |
| YTD | -8.9% | +2.2% | -11.1% | -10.3% |
| 1Y | -27.5% | -41.9% | +14.4% | -19.9% |
| All | +69.8% | +64.9% | +4.9% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling