+69.8%
IBIT vs SHEL
+62.4%
+7.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +3.0% | +2.2% | +0.8% | +2.3% |
| 30D | +23.1% | +6.8% | +16.3% | +20.7% |
| 3M | +25.6% | +8.1% | +17.5% | +22.4% |
| 6M | +9.1% | +14.4% | -5.3% | +3.4% |
| YTD | -8.9% | +30.0% | -38.9% | -17.4% |
| 1Y | -27.5% | +33.3% | -60.8% | -34.7% |
| All | +69.8% | +62.4% | +7.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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