+61.6%
IBIT vs STM
-7.0%
+68.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -12.4% | +7.3% | -2.1% |
| 7D | -5.9% | -20.1% | +14.2% | -0.8% |
| 30D | -11.3% | -32.0% | +20.7% | -3.0% |
| 3M | +17.1% | -24.2% | +41.3% | +24.2% |
| 6M | -7.0% | -29.9% | +22.9% | -2.3% |
| YTD | -13.3% | +54.9% | -68.2% | -28.5% |
| 1Y | -27.0% | +68.0% | -95.0% | -41.2% |
| All | +61.6% | -7.0% | +68.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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