+58.6%
IBIT vs XME
+72.2%
-13.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.0% |
| 7D | -6.8% | +1.5% | -8.3% | -7.7% |
| 30D | -9.9% | -7.3% | -2.6% | -6.3% |
| 3M | +17.5% | -17.4% | +35.0% | +29.5% |
| 6M | -9.1% | -21.8% | +12.7% | +2.3% |
| YTD | -14.9% | -6.0% | -9.0% | -14.8% |
| 1Y | -27.6% | +3.8% | -31.4% | -31.8% |
| All | +58.6% | +72.2% | -13.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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