+64.4%
IBIT vs GWRE
+27.2%
+37.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -3.2% | -13.2% | +10.0% | -0.9% |
| 30D | +22.0% | -18.6% | +40.5% | +25.8% |
| 3M | +21.4% | +18.9% | +2.5% | +16.2% |
| 6M | +9.2% | -11.0% | +20.2% | +10.4% |
| YTD | -11.8% | -29.9% | +18.1% | -6.4% |
| 1Y | -32.7% | -44.3% | +11.6% | -24.2% |
| All | +64.4% | +27.2% | +37.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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