+58.9%
IBIT vs STRL
+271.9%
-213.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +15.0% | -16.3% | -3.7% |
| 7D | -2.4% | -13.3% | +11.0% | -1.0% |
| 30D | -9.1% | -43.3% | +34.3% | -1.1% |
| 3M | +15.0% | -46.9% | +61.9% | +25.7% |
| 6M | -6.9% | -65.6% | +58.7% | +8.2% |
| YTD | -14.8% | -5.1% | -9.7% | -24.1% |
| 1Y | -28.1% | -23.1% | -5.1% | -33.0% |
| All | +58.9% | +271.9% | -213.0% | -15.9% |
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