+58.6%
IBIT vs HWM
+305.5%
-246.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +0.7% |
| 7D | -6.8% | +5.0% | -11.8% | -8.2% |
| 30D | -9.9% | +1.5% | -11.4% | -10.6% |
| 3M | +17.5% | -20.3% | +37.9% | +25.3% |
| 6M | -9.1% | -18.0% | +8.9% | -4.4% |
| YTD | -14.9% | +9.5% | -24.4% | -20.3% |
| 1Y | -27.6% | +7.5% | -35.1% | -31.7% |
| All | +58.6% | +305.5% | -246.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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