-29.7%
IBIT vs CHRW
-12.5%
-17.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.3% |
| 30D | -9.1% | -9.4% | +0.3% | -8.9% |
| 3M | +15.0% | -13.3% | +28.3% | +15.3% |
| 6M | -6.9% | -24.2% | +17.3% | -6.1% |
| YTD | -14.8% | -18.9% | +4.1% | -14.7% |
| All | -29.7% | -12.5% | -17.2% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling