+64.9%
SHOP vs IBIT
+58.9%
+6.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -6.9% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | -11.5% | +20.6% | -32.2% | -17.4% |
| 3M | +21.1% | +23.7% | -2.6% | +11.9% |
| 6M | +3.0% | +15.0% | -12.0% | -2.9% |
| YTD | -16.7% | -10.6% | -6.1% | -14.9% |
| 1Y | -8.3% | -30.3% | +22.0% | +2.2% |
| All | +64.9% | +58.9% | +6.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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