+61.0%
IBIT vs CHRW
+52.8%
+8.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -9.2% | -7.3% | -1.9% | -8.7% |
| 3M | +17.5% | -14.2% | +31.7% | +18.7% |
| 6M | -7.2% | -25.1% | +17.9% | -5.3% |
| YTD | -13.6% | -21.2% | +7.5% | -12.8% |
| 1Y | -25.1% | -14.2% | -11.0% | -25.2% |
| All | +61.0% | +52.8% | +8.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling