+56.5%
IBIT vs EFA
+51.0%
+5.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -5.4% | +1.2% | -6.6% | -6.6% |
| 30D | -10.5% | +0.9% | -11.4% | -11.3% |
| 3M | +15.0% | -3.4% | +18.4% | +19.3% |
| 6M | -8.3% | +2.0% | -10.3% | -10.0% |
| YTD | -16.1% | +10.4% | -26.4% | -24.1% |
| 1Y | -30.8% | +13.3% | -44.0% | -39.0% |
| All | +56.5% | +51.0% | +5.5% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling