+62.4%
XLF vs IBIT
+39.4%
+23.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.2% |
| 7D | +2.7% | -9.2% | +11.8% | +3.7% |
| 30D | +7.6% | -15.8% | +23.4% | +9.6% |
| 3M | +1.1% | +8.5% | -7.5% | 0.0% |
| 6M | +15.9% | -13.7% | +29.6% | +17.4% |
| YTD | +8.4% | -21.6% | +30.0% | +10.4% |
| 1Y | +12.5% | -30.0% | +42.5% | +15.9% |
| All | +62.4% | +39.4% | +23.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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