+61.0%
IBIT vs STRL
+223.5%
-162.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | -1.1% | -26.9% | +25.8% | +3.3% |
| 30D | -9.2% | -52.7% | +43.5% | +1.9% |
| 3M | +17.5% | -52.8% | +70.4% | +31.2% |
| 6M | -7.2% | -71.5% | +64.3% | +11.5% |
| YTD | -13.6% | -17.4% | +3.8% | -21.2% |
| 1Y | -25.1% | -35.0% | +9.8% | -27.9% |
| All | +61.0% | +223.5% | -162.4% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling