+46.2%
IBIT vs IWF
+52.1%
-5.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.4% |
| 7D | -9.2% | +2.8% | -12.0% | -11.7% |
| 30D | -15.8% | -7.5% | -8.2% | -9.1% |
| 3M | +8.5% | -8.5% | +17.0% | +18.4% |
| 6M | -13.7% | -7.4% | -6.3% | -7.1% |
| YTD | -21.6% | -2.6% | -18.9% | -19.4% |
| 1Y | -30.0% | -1.8% | -28.1% | -28.5% |
| All | +46.2% | +52.1% | -5.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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