+61.6%
IBIT vs STRL
+212.6%
-151.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -13.9% | +8.8% | -2.8% |
| 7D | -5.9% | -34.6% | +28.7% | +0.2% |
| 30D | -11.3% | -56.7% | +45.4% | +1.1% |
| 3M | +17.1% | -54.4% | +71.5% | +31.5% |
| 6M | -7.0% | -69.7% | +62.7% | +10.1% |
| YTD | -13.3% | -20.2% | +6.9% | -20.5% |
| 1Y | -27.0% | -40.6% | +13.6% | -28.3% |
| All | +61.6% | +212.6% | -151.0% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling