-29.9%
IBIT vs EXEL
+62.5%
-92.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.2% | -4.3% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | -14.4% | +17.4% | -31.7% | -15.8% |
| 3M | +12.5% | +38.6% | -26.2% | +8.1% |
| 6M | -11.9% | +41.2% | -53.1% | -15.4% |
| YTD | -18.7% | +59.3% | -78.1% | -24.0% |
| 1Y | -29.9% | +60.2% | -90.1% | -34.8% |
| All | -29.9% | +62.5% | -92.4% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling