+61.0%
IBIT vs SWK
+31.2%
+29.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.1% | +11.0% | -12.1% | -3.4% |
| 30D | -9.2% | +30.1% | -39.2% | -14.4% |
| 3M | +17.5% | +14.7% | +2.9% | +13.7% |
| 6M | -7.2% | +44.5% | -51.7% | -15.1% |
| YTD | -13.6% | +59.4% | -73.0% | -23.5% |
| 1Y | -25.1% | +77.5% | -102.6% | -35.6% |
| All | +61.0% | +31.2% | +29.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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