+66.3%
IBIT vs MXL
+228.3%
-162.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -0.9% |
| 7D | +1.1% | +19.0% | -17.8% | -0.6% |
| 30D | +22.2% | +4.5% | +17.8% | +21.1% |
| 3M | +26.0% | -1.5% | +27.6% | +22.7% |
| 6M | +13.2% | +348.6% | -335.4% | -16.5% |
| YTD | -10.8% | +310.3% | -321.1% | -33.3% |
| 1Y | -29.9% | +344.7% | -374.7% | -48.7% |
| All | +66.3% | +228.3% | -162.0% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling