+56.5%
IBIT vs CHRW
+57.2%
-0.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.4% | -3.4% | -2.0% | -5.1% |
| 30D | -10.5% | -9.4% | -1.1% | -9.8% |
| 3M | +15.0% | -12.6% | +27.7% | +16.0% |
| 6M | -8.3% | -24.2% | +15.9% | -6.5% |
| YTD | -16.1% | -18.9% | +2.8% | -15.4% |
| 1Y | -30.8% | -13.7% | -17.1% | -30.8% |
| All | +56.5% | +57.2% | -0.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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