+69.8%
IBIT vs XLP
+24.8%
+45.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +23.1% | -0.9% | +24.0% | +23.1% |
| 3M | +25.6% | +3.8% | +21.8% | +24.7% |
| 6M | +9.1% | -1.7% | +10.9% | +9.2% |
| YTD | -8.9% | +10.3% | -19.2% | -11.3% |
| 1Y | -27.5% | +7.8% | -35.3% | -28.9% |
| All | +69.8% | +24.8% | +45.1% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling