+64.4%
IBIT vs LUMN
+318.1%
-253.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -3.2% | +2.5% | -5.7% | -3.5% |
| 30D | +22.0% | +10.3% | +11.6% | +20.5% |
| 3M | +21.4% | -18.3% | +39.7% | +23.6% |
| 6M | +9.2% | +4.4% | +4.9% | +7.9% |
| YTD | -11.8% | -10.7% | -1.2% | -12.1% |
| 1Y | -32.7% | +14.0% | -46.6% | -34.5% |
| All | +64.4% | +318.1% | -253.7% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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