+51.6%
IBIT vs STRL
+285.9%
-234.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.3% |
| 7D | -6.2% | +23.4% | -29.6% | -9.6% |
| 30D | -14.4% | -39.5% | +25.1% | -7.9% |
| 3M | +12.5% | -45.1% | +57.5% | +22.3% |
| 6M | -11.9% | -64.6% | +52.7% | +1.9% |
| YTD | -18.7% | -1.5% | -17.2% | -28.1% |
| 1Y | -29.9% | -20.8% | -9.1% | -34.9% |
| All | +51.6% | +285.9% | -234.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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