+51.6%
IBIT vs SHW
+20.4%
+31.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.2% | -4.1% |
| 7D | -6.2% | +0.7% | -6.9% | -6.4% |
| 30D | -14.4% | +8.4% | -22.8% | -16.2% |
| 3M | +12.5% | -2.2% | +14.7% | +12.9% |
| 6M | -11.9% | +13.3% | -25.2% | -15.3% |
| YTD | -18.7% | +9.2% | -27.9% | -21.5% |
| 1Y | -29.9% | +2.9% | -32.8% | -31.0% |
| All | +51.6% | +20.4% | +31.1% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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