+66.7%
IBIT vs EXE
+32.7%
+34.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | +20.6% | +6.4% | +14.2% | +18.9% |
| 3M | +23.7% | +9.2% | +14.4% | +20.9% |
| 6M | +15.0% | -7.0% | +22.0% | +16.9% |
| YTD | -10.6% | -9.5% | -1.1% | -8.6% |
| 1Y | -30.3% | +6.2% | -36.5% | -32.9% |
| All | +66.7% | +32.7% | +34.0% | +48.4% |
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