+58.6%
IBIT vs EIX
-4.1%
+62.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -6.8% | -2.5% | -4.3% | -6.5% |
| 30D | -9.9% | +7.7% | -17.6% | -10.6% |
| 3M | +17.5% | -12.9% | +30.4% | +18.8% |
| 6M | -9.1% | -12.7% | +3.6% | -8.4% |
| YTD | -14.9% | +5.5% | -20.4% | -17.5% |
| 1Y | -27.6% | +9.4% | -37.0% | -30.3% |
| All | +58.6% | -4.1% | +62.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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