-29.9%
IBIT vs AWK
+17.4%
-47.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.8% |
| 7D | -6.2% | -2.6% | -3.6% | -7.2% |
| 30D | -14.4% | +14.2% | -28.5% | -9.5% |
| 3M | +12.5% | +10.0% | +2.4% | +17.2% |
| 6M | -11.9% | +17.1% | -29.0% | -5.0% |
| YTD | -18.7% | +16.1% | -34.8% | -10.9% |
| 1Y | -29.9% | +17.5% | -47.4% | -22.4% |
| All | -29.9% | +17.4% | -47.3% | -22.4% |
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