+58.9%
IBIT vs EFX
-20.6%
+79.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | -9.1% | +29.2% | -38.3% | -13.2% |
| 3M | +15.0% | +3.5% | +11.5% | +14.1% |
| 6M | -6.9% | +7.8% | -14.7% | -8.7% |
| YTD | -14.8% | -12.4% | -2.3% | -12.6% |
| 1Y | -28.1% | -8.2% | -19.9% | -27.3% |
| All | +58.9% | -20.6% | +79.5% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling