-31.4%
IBIT vs SGI
-18.4%
-13.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +1.1% | +0.6% | +0.5% | +1.1% |
| 30D | +22.2% | +5.5% | +16.7% | +21.5% |
| 3M | +26.0% | -3.6% | +29.6% | +26.0% |
| 6M | +13.2% | -15.0% | +28.2% | +13.2% |
| YTD | -10.8% | -23.0% | +12.2% | -9.9% |
| All | -31.4% | -18.4% | -13.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling