+69.8%
IBIT vs EXC
+33.0%
+36.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.4% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +23.1% | -3.7% | +26.8% | +23.0% |
| 3M | +25.6% | -1.3% | +26.9% | +25.3% |
| 6M | +9.1% | -9.7% | +18.9% | +9.4% |
| YTD | -8.9% | +2.9% | -11.8% | -9.2% |
| 1Y | -27.5% | +4.4% | -31.8% | -27.6% |
| All | +69.8% | +33.0% | +36.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 all: compounded portfolio wealth divided by compounded EXC 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…
all analysis · Full analysis span regression · 6 months rolling