+66.7%
IBIT vs EFX
-27.7%
+94.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.3% |
| 7D | +1.4% | -7.8% | +9.3% | +2.9% |
| 30D | +20.6% | -5.7% | +26.3% | +21.9% |
| 3M | +23.7% | +2.5% | +21.2% | +22.7% |
| 6M | +15.0% | -16.7% | +31.7% | +18.7% |
| YTD | -10.6% | -20.2% | +9.6% | -6.7% |
| 1Y | -30.3% | -31.4% | +1.1% | -24.7% |
| All | +66.7% | -27.7% | +94.3% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling