+51.6%
IBIT vs EFA
+50.5%
+1.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -3.8% |
| 7D | -6.2% | +1.3% | -7.5% | -7.5% |
| 30D | -14.4% | +0.5% | -14.9% | -14.8% |
| 3M | +12.5% | -4.1% | +16.6% | +17.6% |
| 6M | -11.9% | +2.4% | -14.3% | -13.9% |
| YTD | -18.7% | +10.0% | -28.7% | -26.2% |
| 1Y | -29.9% | +11.4% | -41.3% | -37.2% |
| All | +51.6% | +50.5% | +1.0% | -4.0% |
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