+66.7%
IBIT vs XME
+112.4%
-45.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.5% |
| 7D | +1.4% | +3.6% | -2.2% | -0.6% |
| 30D | +20.6% | +3.6% | +17.0% | +18.0% |
| 3M | +23.7% | +1.2% | +22.5% | +22.2% |
| 6M | +15.0% | +9.0% | +6.0% | +7.2% |
| YTD | -10.6% | +15.9% | -26.5% | -19.6% |
| 1Y | -30.3% | +43.2% | -73.5% | -45.7% |
| All | +66.7% | +112.4% | -45.7% | -2.9% |
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