+61.6%
IBIT vs STLD
+104.2%
-42.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.6% | +2.5% | -2.9% |
| 7D | -5.9% | -12.5% | +6.6% | -2.2% |
| 30D | -11.3% | -6.8% | -4.4% | -9.5% |
| 3M | +17.1% | -16.4% | +33.5% | +22.8% |
| 6M | -7.0% | -6.1% | -0.9% | -7.3% |
| YTD | -13.3% | +32.0% | -45.3% | -24.7% |
| 1Y | -27.0% | +45.5% | -72.5% | -39.1% |
| All | +61.6% | +104.2% | -42.6% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling