+46.2%
IBIT vs EXEL
+204.2%
-158.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -9.2% | -0.8% | -8.4% | -9.1% |
| 30D | -15.8% | +13.1% | -28.9% | -16.6% |
| 3M | +8.5% | +36.3% | -27.8% | +5.7% |
| 6M | -13.7% | +34.5% | -48.2% | -15.8% |
| YTD | -21.6% | +57.4% | -79.0% | -24.7% |
| 1Y | -30.0% | +62.9% | -92.9% | -32.9% |
| All | +46.2% | +204.2% | -158.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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