+66.3%
IBIT vs SSNC
+36.1%
+30.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +1.1% | -3.9% | +5.0% | +2.9% |
| 30D | +22.2% | -0.2% | +22.4% | +22.5% |
| 3M | +26.0% | +15.9% | +10.1% | +17.7% |
| 6M | +13.2% | +7.5% | +5.7% | +9.7% |
| YTD | -10.8% | -8.2% | -2.6% | -5.9% |
| 1Y | -29.9% | -9.3% | -20.6% | -25.7% |
| All | +66.3% | +36.1% | +30.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling