+61.0%
IBIT vs XLC
+46.2%
+14.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.7% |
| 7D | -1.1% | +4.9% | -6.0% | -5.1% |
| 30D | -9.2% | -5.8% | -3.4% | -4.5% |
| 3M | +17.5% | -5.4% | +22.9% | +22.9% |
| 6M | -7.2% | -10.2% | +3.0% | +1.6% |
| YTD | -13.6% | -10.2% | -3.5% | -5.5% |
| 1Y | -25.1% | -5.6% | -19.5% | -21.8% |
| All | +61.0% | +46.2% | +14.8% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling