-31.4%
IBIT vs SITM
+135.9%
-167.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +1.1% | +3.7% | -2.6% | +0.9% |
| 30D | +22.2% | -14.5% | +36.8% | +23.4% |
| 3M | +26.0% | -10.6% | +36.6% | +25.8% |
| 6M | +13.2% | +65.5% | -52.3% | +5.9% |
| YTD | -10.8% | +67.0% | -77.8% | -16.6% |
| All | -31.4% | +135.9% | -167.3% | -38.6% |
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