+58.6%
IBIT vs IWD
+68.1%
-9.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.8% |
| 7D | -6.8% | -0.6% | -6.3% | -6.1% |
| 30D | -9.9% | +3.6% | -13.5% | -14.0% |
| 3M | +17.5% | +2.7% | +14.9% | +13.5% |
| 6M | -9.1% | +13.2% | -22.3% | -23.2% |
| YTD | -14.9% | +26.8% | -41.7% | -38.0% |
| 1Y | -27.6% | +29.3% | -56.9% | -48.5% |
| All | +58.6% | +68.1% | -9.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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