+69.8%
IBIT vs AWK
+12.9%
+57.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +3.0% | +1.7% | +1.3% | +3.3% |
| 30D | +23.1% | +5.6% | +17.5% | +24.2% |
| 3M | +25.6% | +15.9% | +9.7% | +28.8% |
| 6M | +9.1% | +4.6% | +4.6% | +10.6% |
| YTD | -8.9% | +10.1% | -19.0% | -6.9% |
| 1Y | -27.5% | +2.1% | -29.6% | -26.3% |
| All | +69.8% | +12.9% | +57.0% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling