+61.0%
IBIT vs BWA
+49.5%
+11.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.1% |
| 7D | -1.1% | -5.5% | +4.4% | +0.4% |
| 30D | -9.2% | -21.7% | +12.6% | -3.2% |
| 3M | +17.5% | -25.6% | +43.1% | +26.4% |
| 6M | -7.2% | -17.4% | +10.3% | -3.4% |
| YTD | -13.6% | +9.2% | -22.8% | -20.2% |
| 1Y | -25.1% | +9.7% | -34.9% | -31.0% |
| All | +61.0% | +49.5% | +11.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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