+64.0%
IBIT vs XLY
+29.8%
+34.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.0% |
| 7D | -5.8% | -3.9% | -1.9% | -2.3% |
| 30D | +21.5% | -6.1% | +27.6% | +28.7% |
| 3M | +24.5% | -1.2% | +25.7% | +25.1% |
| 6M | +10.0% | -1.8% | +11.8% | +11.1% |
| YTD | -12.0% | -5.9% | -6.2% | -7.1% |
| 1Y | -32.3% | -3.1% | -29.2% | -30.5% |
| All | +64.0% | +29.8% | +34.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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