+64.0%
IBIT vs SCHG
+68.1%
-4.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -0.9% |
| 7D | -5.8% | -2.7% | -3.0% | -3.0% |
| 30D | +21.5% | -2.2% | +23.8% | +24.4% |
| 3M | +24.5% | +6.2% | +18.4% | +17.0% |
| 6M | +10.0% | +13.4% | -3.4% | -3.2% |
| YTD | -12.0% | +7.1% | -19.1% | -17.7% |
| 1Y | -32.3% | +12.5% | -44.8% | -39.2% |
| All | +64.0% | +68.1% | -4.1% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling