+51.6%
IBIT vs AWK
+19.1%
+32.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.6% |
| 7D | -6.2% | -2.6% | -3.6% | -6.7% |
| 30D | -14.4% | +14.2% | -28.5% | -12.2% |
| 3M | +12.5% | +10.0% | +2.4% | +14.6% |
| 6M | -11.9% | +17.1% | -29.0% | -9.0% |
| YTD | -18.7% | +16.1% | -34.8% | -15.9% |
| 1Y | -29.9% | +17.5% | -47.4% | -27.4% |
| All | +51.6% | +19.1% | +32.4% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling