+58.9%
IBIT vs XLC
+49.8%
+9.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -3.4% |
| 7D | -2.4% | +7.1% | -9.5% | -8.0% |
| 30D | -9.1% | -2.7% | -6.4% | -7.0% |
| 3M | +15.0% | -3.2% | +18.2% | +17.8% |
| 6M | -6.9% | -7.7% | +0.8% | -0.5% |
| YTD | -14.8% | -8.0% | -6.8% | -8.7% |
| 1Y | -28.1% | -3.1% | -25.1% | -26.7% |
| All | +58.9% | +49.8% | +9.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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