-32.3%
IBIT vs EFA
+17.9%
-50.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.4% |
| 7D | -5.8% | -2.4% | -3.4% | -3.1% |
| 30D | +21.5% | -2.2% | +23.8% | +24.8% |
| 3M | +24.5% | +5.7% | +18.8% | +17.0% |
| 6M | +10.0% | +8.2% | +1.8% | +0.7% |
| YTD | -12.0% | +11.8% | -23.8% | -24.4% |
| 1Y | -32.3% | +18.3% | -50.6% | -45.8% |
| All | -32.3% | +17.9% | -50.3% | -45.8% |
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