+66.3%
IBIT vs AWK
+12.6%
+53.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.2% |
| 30D | +22.2% | +4.3% | +18.0% | +23.1% |
| 3M | +26.0% | +12.5% | +13.5% | +28.6% |
| 6M | +13.2% | +3.3% | +9.9% | +14.5% |
| YTD | -10.8% | +9.8% | -20.6% | -8.8% |
| 1Y | -29.9% | +2.9% | -32.8% | -28.8% |
| All | +66.3% | +12.6% | +53.7% | +64.7% |
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