-27.5%
IBIT vs SITM
+174.8%
-202.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -9.0% | -2.9% |
| 7D | +3.0% | +9.7% | -6.7% | +2.3% |
| 30D | +23.1% | +12.7% | +10.4% | +21.2% |
| 3M | +25.6% | -13.4% | +39.0% | +25.8% |
| 6M | +9.1% | +59.6% | -50.5% | +2.3% |
| YTD | -8.9% | +73.3% | -82.2% | -15.1% |
| 1Y | -27.5% | +165.5% | -193.0% | -33.9% |
| All | -27.5% | +174.8% | -202.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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