+46.2%
IBIT vs XLC
+51.7%
-5.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.4% |
| 7D | -9.2% | +3.7% | -12.9% | -12.0% |
| 30D | -15.8% | -1.9% | -13.9% | -14.5% |
| 3M | +8.5% | -3.1% | +11.6% | +11.2% |
| 6M | -13.7% | -6.4% | -7.3% | -8.9% |
| YTD | -21.6% | -6.8% | -14.7% | -16.8% |
| 1Y | -30.0% | -1.7% | -28.3% | -29.4% |
| All | +46.2% | +51.7% | -5.4% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling