+69.8%
IBIT vs XLC
+55.8%
+14.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.4% |
| 7D | +3.0% | -0.8% | +3.9% | +3.8% |
| 30D | +23.1% | +1.0% | +22.1% | +21.8% |
| 3M | +25.6% | -0.7% | +26.3% | +25.9% |
| 6M | +9.1% | -5.1% | +14.3% | +14.3% |
| YTD | -8.9% | -4.3% | -4.6% | -5.4% |
| 1Y | -27.5% | -0.6% | -26.9% | -27.3% |
| All | +69.8% | +55.8% | +14.0% | +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