+64.0%
IBIT vs SHAK
-9.5%
+73.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -5.8% | -11.0% | +5.2% | -3.7% |
| 30D | +21.5% | -14.0% | +35.6% | +25.0% |
| 3M | +24.5% | +13.3% | +11.3% | +20.8% |
| 6M | +10.0% | -35.3% | +45.3% | +17.1% |
| YTD | -12.0% | -24.0% | +12.0% | -9.4% |
| 1Y | -32.3% | -36.7% | +4.4% | -27.9% |
| All | +64.0% | -9.5% | +73.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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