-20.7%
IBIT vs MULL
+444.9%
-465.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.8% | +16.7% | +3.9% |
| 7D | -1.8% | -35.9% | +34.2% | +1.3% |
| 30D | -6.7% | -47.3% | +40.7% | -2.7% |
| 3M | +24.6% | -30.6% | +55.1% | +26.5% |
| 6M | -0.2% | +13.7% | -13.9% | -8.9% |
| YTD | -8.7% | +272.1% | -280.8% | -27.2% |
| 1Y | -20.7% | +475.1% | -495.8% | -40.8% |
| All | -20.7% | +444.9% | -465.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling