+64.0%
IBIT vs MXL
+218.4%
-154.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.1% |
| 7D | -5.8% | +16.6% | -22.4% | -7.2% |
| 30D | +21.5% | +0.5% | +21.1% | +20.9% |
| 3M | +24.5% | -3.6% | +28.1% | +21.4% |
| 6M | +10.0% | +328.0% | -318.0% | -18.3% |
| YTD | -12.0% | +297.8% | -309.8% | -34.0% |
| 1Y | -32.3% | +339.4% | -371.7% | -50.5% |
| All | +64.0% | +218.4% | -154.3% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling