-27.5%
IBIT vs MXL
+316.6%
-344.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -8.0% | -2.7% |
| 7D | +3.0% | +1.6% | +1.4% | +2.9% |
| 30D | +23.1% | -7.0% | +30.1% | +23.2% |
| 3M | +25.6% | -33.4% | +59.0% | +26.2% |
| 6M | +9.1% | +260.2% | -251.0% | -15.6% |
| YTD | -8.9% | +260.0% | -268.9% | -30.0% |
| 1Y | -27.5% | +303.5% | -330.9% | -44.5% |
| All | -27.5% | +316.6% | -344.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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