+78.5%
SHOP vs IBIT
+61.9%
+16.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | -5.1% | +3.0% | -8.1% | -6.1% |
| 30D | +0.6% | +23.1% | -22.5% | -6.8% |
| 3M | +25.0% | +25.6% | -0.5% | +14.9% |
| 6M | +11.9% | +9.1% | +2.8% | +7.4% |
| YTD | -9.9% | -8.9% | -1.0% | -8.6% |
| 1Y | 0.0% | -27.5% | +27.4% | +9.8% |
| All | +78.5% | +61.9% | +16.6% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling