+66.7%
IBIT vs CHD
+3.3%
+63.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -2.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.0% |
| 30D | +20.6% | -6.2% | +26.8% | +19.4% |
| 3M | +23.7% | +1.6% | +22.1% | +24.2% |
| 6M | +15.0% | -3.5% | +18.5% | +14.9% |
| YTD | -10.6% | +16.2% | -26.8% | -9.3% |
| 1Y | -30.3% | +3.4% | -33.7% | -30.3% |
| All | +66.7% | +3.3% | +63.3% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling