+58.9%
IBIT vs STZ
-38.8%
+97.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.3% |
| 7D | -2.4% | +3.4% | -5.8% | -2.4% |
| 30D | -9.1% | +19.6% | -28.7% | -9.2% |
| 3M | +15.0% | +8.0% | +7.0% | +15.2% |
| 6M | -6.9% | -0.3% | -6.6% | -6.4% |
| YTD | -14.8% | +8.6% | -23.3% | -16.1% |
| 1Y | -28.1% | +17.3% | -45.5% | -30.1% |
| All | +58.9% | -38.8% | +97.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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