-20.7%
IBIT vs EFA
+16.9%
-37.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.1% |
| 7D | -1.8% | +2.0% | -3.7% | -3.8% |
| 30D | -6.7% | +1.6% | -8.3% | -8.2% |
| 3M | +24.6% | -1.5% | +26.1% | +26.6% |
| 6M | -0.2% | +6.6% | -6.8% | -6.9% |
| YTD | -8.7% | +11.8% | -20.5% | -20.5% |
| 1Y | -20.7% | +16.9% | -37.6% | -34.8% |
| All | -20.7% | +16.9% | -37.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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