+61.0%
IBIT vs EXEL
+206.7%
-145.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -9.2% | +19.0% | -28.2% | -10.4% |
| 3M | +17.5% | +33.3% | -15.8% | +14.7% |
| 6M | -7.2% | +42.9% | -50.0% | -9.9% |
| YTD | -13.6% | +58.7% | -72.4% | -17.1% |
| 1Y | -25.1% | +70.5% | -95.6% | -28.5% |
| All | +61.0% | +206.7% | -145.7% | +36.4% |
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