+46.2%
IBIT vs EFA
+50.8%
-4.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | -9.2% | +2.2% | -11.4% | -11.3% |
| 30D | -15.8% | +1.4% | -17.2% | -16.9% |
| 3M | +8.5% | -4.2% | +12.7% | +13.5% |
| 6M | -13.7% | +1.9% | -15.6% | -15.3% |
| YTD | -21.6% | +10.2% | -31.8% | -29.0% |
| 1Y | -30.0% | +12.8% | -42.7% | -38.0% |
| All | +46.2% | +50.8% | -4.5% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling