+66.7%
IBIT vs STLA
-72.7%
+139.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | +20.6% | -2.4% | +23.0% | +21.0% |
| 3M | +23.7% | -23.9% | +47.6% | +30.6% |
| 6M | +15.0% | -24.6% | +39.6% | +21.3% |
| YTD | -10.6% | -50.5% | +39.9% | +2.9% |
| 1Y | -30.3% | -39.8% | +9.5% | -25.2% |
| All | +66.7% | -72.7% | +139.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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