+64.4%
IBIT vs SCHG
+69.6%
-5.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | -3.2% | -1.0% | -2.2% | -2.2% |
| 30D | +22.0% | -1.3% | +23.2% | +23.6% |
| 3M | +21.4% | +5.4% | +16.0% | +14.9% |
| 6M | +9.2% | +14.4% | -5.2% | -4.8% |
| YTD | -11.8% | +8.0% | -19.9% | -18.3% |
| 1Y | -32.7% | +12.7% | -45.4% | -39.7% |
| All | +64.4% | +69.6% | -5.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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