+56.5%
IBIT vs XLP
+35.2%
+21.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.4% | +2.3% | -7.7% | -5.4% |
| 30D | -10.5% | +9.1% | -19.6% | -10.8% |
| 3M | +15.0% | +7.9% | +7.2% | +14.7% |
| 6M | -8.3% | +9.6% | -17.9% | -8.8% |
| YTD | -16.1% | +19.4% | -35.5% | -18.5% |
| 1Y | -30.8% | +22.4% | -53.1% | -33.3% |
| All | +56.5% | +35.2% | +21.3% | +42.6% |
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