+56.5%
IBIT vs STRL
+270.5%
-214.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -5.4% | -19.8% | +14.4% | -2.8% |
| 30D | -10.5% | -43.6% | +33.1% | -2.6% |
| 3M | +15.0% | -45.2% | +60.3% | +25.1% |
| 6M | -8.3% | -65.7% | +57.4% | +6.6% |
| YTD | -16.1% | -5.4% | -10.6% | -25.2% |
| 1Y | -30.8% | -24.7% | -6.1% | -35.1% |
| All | +56.5% | +270.5% | -214.0% | -17.1% |
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