+64.0%
IBIT vs IEFA
+53.5%
+10.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.4% |
| 7D | -5.8% | -2.4% | -3.3% | -3.3% |
| 30D | +21.5% | -2.1% | +23.6% | +24.4% |
| 3M | +24.5% | +5.5% | +19.0% | +17.8% |
| 6M | +10.0% | +8.1% | +1.9% | +1.2% |
| YTD | -12.0% | +11.9% | -23.9% | -21.7% |
| 1Y | -32.3% | +18.1% | -50.4% | -42.9% |
| All | +64.0% | +53.5% | +10.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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