-30.3%
IBIT vs CHRW
+20.6%
-50.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -1.9% |
| 7D | +1.4% | +1.9% | -0.5% | +1.4% |
| 30D | +20.6% | +0.9% | +19.7% | +20.6% |
| 3M | +23.7% | -19.9% | +43.6% | +24.7% |
| 6M | +15.0% | -15.8% | +30.8% | +15.4% |
| YTD | -10.6% | -5.6% | -5.0% | -9.5% |
| 1Y | -30.3% | +21.0% | -51.4% | -28.8% |
| All | -30.3% | +20.6% | -50.9% | -28.8% |
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