-20.7%
IBIT vs XLI
+12.2%
-32.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.6% |
| 7D | -1.8% | +0.6% | -2.3% | -2.1% |
| 30D | -6.7% | -0.4% | -6.3% | -6.4% |
| 3M | +24.6% | -8.8% | +33.4% | +32.5% |
| 6M | -0.2% | -0.4% | +0.2% | -2.2% |
| YTD | -8.7% | +10.1% | -18.8% | -20.7% |
| 1Y | -20.7% | +12.3% | -33.0% | -33.7% |
| All | -20.7% | +12.2% | -32.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling