+61.6%
IBIT vs XLP
+35.5%
+26.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -5.1% |
| 7D | -5.9% | +3.5% | -9.3% | -5.9% |
| 30D | -11.3% | +11.6% | -22.8% | -11.7% |
| 3M | +17.1% | +7.6% | +9.5% | +16.8% |
| 6M | -7.0% | +10.0% | -17.0% | -7.5% |
| YTD | -13.3% | +19.7% | -33.1% | -15.8% |
| 1Y | -27.0% | +23.5% | -50.4% | -29.8% |
| All | +61.6% | +35.5% | +26.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling