+51.6%
IBIT vs XLP
+35.2%
+16.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.4% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -14.4% | +8.2% | -22.5% | -14.6% |
| 3M | +12.5% | +7.7% | +4.7% | +12.2% |
| 6M | -11.9% | +9.3% | -21.2% | -12.3% |
| YTD | -18.7% | +19.5% | -38.2% | -21.1% |
| 1Y | -29.9% | +21.0% | -50.9% | -32.2% |
| All | +51.6% | +35.2% | +16.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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