-20.7%
IBIT vs AWK
+20.7%
-41.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +3.7% |
| 7D | -1.8% | +7.0% | -8.8% | +0.8% |
| 30D | -6.7% | +17.0% | -23.7% | -0.9% |
| 3M | +24.6% | +12.4% | +12.2% | +30.5% |
| 6M | -0.2% | +19.6% | -19.7% | +8.0% |
| YTD | -8.7% | +17.0% | -25.7% | -0.2% |
| 1Y | -20.7% | +20.0% | -40.7% | -12.5% |
| All | -20.7% | +20.7% | -41.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling