+69.8%
IBIT vs STLA
-71.8%
+141.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | +3.0% | +2.6% | +0.4% | +2.5% |
| 30D | +23.1% | -1.2% | +24.4% | +23.2% |
| 3M | +25.6% | -24.8% | +50.3% | +32.9% |
| 6M | +9.1% | -25.6% | +34.7% | +15.4% |
| YTD | -8.9% | -48.9% | +40.0% | +4.1% |
| 1Y | -27.5% | -38.8% | +11.3% | -22.3% |
| All | +69.8% | -71.8% | +141.7% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling