+69.8%
IBIT vs EXEL
+160.2%
-90.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +3.0% | +8.4% | -5.3% | +2.3% |
| 30D | +23.1% | +4.1% | +19.0% | +22.6% |
| 3M | +25.6% | +12.4% | +13.1% | +24.3% |
| 6M | +9.1% | +41.5% | -32.4% | +5.9% |
| YTD | -8.9% | +34.6% | -43.5% | -11.4% |
| 1Y | -27.5% | +57.9% | -85.3% | -30.4% |
| All | +69.8% | +160.2% | -90.3% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling