+69.8%
IBIT vs IVZ
+107.9%
-38.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.9% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | +23.1% | +4.0% | +19.1% | +20.8% |
| 3M | +25.6% | +18.2% | +7.4% | +15.8% |
| 6M | +9.1% | +32.8% | -23.7% | -5.2% |
| YTD | -8.9% | +28.7% | -37.7% | -19.8% |
| 1Y | -27.5% | +55.4% | -82.8% | -41.5% |
| All | +69.8% | +107.9% | -38.1% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling