+46.2%
IBIT vs IJR
+40.2%
+6.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -9.2% | +2.2% | -11.4% | -11.1% |
| 30D | -15.8% | +3.8% | -19.6% | -18.8% |
| 3M | +8.5% | -5.7% | +14.3% | +14.8% |
| 6M | -13.7% | +4.6% | -18.3% | -17.9% |
| YTD | -21.6% | +18.0% | -39.5% | -33.5% |
| 1Y | -30.0% | +21.8% | -51.7% | -42.5% |
| All | +46.2% | +40.2% | +6.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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