+61.0%
IBIT vs SNAP
-71.3%
+132.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +0.1% |
| 7D | -1.1% | -7.1% | +6.0% | +0.1% |
| 30D | -9.2% | -14.6% | +5.5% | -6.9% |
| 3M | +17.5% | -5.0% | +22.5% | +18.0% |
| 6M | -7.2% | -18.8% | +11.7% | -5.1% |
| YTD | -13.6% | -38.5% | +24.9% | -8.9% |
| 1Y | -25.1% | -38.1% | +13.0% | -21.1% |
| All | +61.0% | -71.3% | +132.4% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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