+69.8%
IBIT vs XYL
-2.7%
+72.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.5% |
| 7D | +3.0% | -5.0% | +8.1% | +5.4% |
| 30D | +23.1% | -13.2% | +36.3% | +30.7% |
| 3M | +25.6% | -3.7% | +29.3% | +26.1% |
| 6M | +9.1% | -17.7% | +26.8% | +18.4% |
| YTD | -8.9% | -21.5% | +12.6% | +0.9% |
| 1Y | -27.5% | -24.5% | -3.0% | -17.8% |
| All | +69.8% | -2.7% | +72.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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