+64.0%
IBIT vs TROW
+12.6%
+51.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.8% | -3.0% | -2.8% | -4.0% |
| 30D | +21.5% | -5.5% | +27.0% | +25.8% |
| 3M | +24.5% | +2.3% | +22.3% | +22.6% |
| 6M | +10.0% | +23.9% | -13.9% | -4.0% |
| YTD | -12.0% | +7.9% | -19.9% | -16.5% |
| 1Y | -32.3% | +6.1% | -38.4% | -35.2% |
| All | +64.0% | +12.6% | +51.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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