+66.3%
IBIT vs IVZ
+101.8%
-35.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | +1.1% | +1.2% | 0.0% | +0.6% |
| 30D | +22.2% | +1.8% | +20.5% | +21.2% |
| 3M | +26.0% | +15.7% | +10.3% | +17.3% |
| 6M | +13.2% | +36.3% | -23.1% | -3.0% |
| YTD | -10.8% | +24.9% | -35.7% | -20.3% |
| 1Y | -29.9% | +48.9% | -78.9% | -42.4% |
| All | +66.3% | +101.8% | -35.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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