+58.9%
IBIT vs EXE
+16.1%
+42.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -2.4% | -3.9% | +1.5% | -1.6% |
| 30D | -9.1% | -2.6% | -6.5% | -8.7% |
| 3M | +15.0% | -6.9% | +21.9% | +16.4% |
| 6M | -6.9% | -9.3% | +2.4% | -5.3% |
| YTD | -14.8% | -20.7% | +6.0% | -10.5% |
| 1Y | -28.1% | -21.8% | -6.3% | -24.5% |
| All | +58.9% | +16.1% | +42.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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