+66.7%
IBIT vs GWRE
+35.2%
+31.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +6.0% | -0.5% |
| 7D | +1.4% | -25.6% | +27.0% | +6.3% |
| 30D | +20.6% | -12.2% | +32.8% | +22.8% |
| 3M | +23.7% | +17.7% | +6.0% | +18.8% |
| 6M | +15.0% | -11.3% | +26.3% | +16.9% |
| YTD | -10.6% | -25.5% | +14.9% | -6.0% |
| 1Y | -30.3% | -42.8% | +12.5% | -21.7% |
| All | +66.7% | +35.2% | +31.5% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling