+61.0%
IBIT vs STLD
+105.1%
-44.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.1% | -11.1% | +10.0% | +2.3% |
| 30D | -9.2% | -4.8% | -4.4% | -7.9% |
| 3M | +17.5% | -14.6% | +32.1% | +22.4% |
| 6M | -7.2% | -7.4% | +0.2% | -6.9% |
| YTD | -13.6% | +32.6% | -46.2% | -25.1% |
| 1Y | -25.1% | +47.3% | -72.4% | -37.8% |
| All | +61.0% | +105.1% | -44.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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