+66.7%
IBIT vs SITM
+416.6%
-350.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.6% |
| 7D | +1.4% | +8.4% | -6.9% | +0.3% |
| 30D | +20.6% | -17.4% | +38.0% | +23.5% |
| 3M | +23.7% | -9.8% | +33.5% | +23.4% |
| 6M | +15.0% | +83.0% | -68.0% | +0.5% |
| YTD | -10.6% | +69.6% | -80.2% | -21.8% |
| 1Y | -30.3% | +144.9% | -175.2% | -43.9% |
| All | +66.7% | +416.6% | -350.0% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling