+64.4%
IBIT vs EQH
+74.6%
-10.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.6% |
| 30D | +22.0% | +2.8% | +19.1% | +20.0% |
| 3M | +21.4% | +23.1% | -1.7% | +8.5% |
| 6M | +9.2% | +41.4% | -32.2% | -10.1% |
| YTD | -11.8% | +14.3% | -26.1% | -18.7% |
| 1Y | -32.7% | +1.6% | -34.3% | -34.3% |
| All | +64.4% | +74.6% | -10.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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