-18.4%
IBIT vs MULL
+1,070.1%
-1,088.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.3% |
| 7D | -5.4% | -32.2% | +26.9% | -2.7% |
| 30D | -10.5% | -55.4% | +44.9% | -4.8% |
| 3M | +15.0% | -41.3% | +56.3% | +18.3% |
| 6M | -8.3% | -44.9% | +36.6% | -11.1% |
| YTD | -16.1% | +192.4% | -208.4% | -35.7% |
| 1Y | -30.8% | +239.4% | -270.2% | -48.7% |
| All | -18.4% | +1,070.1% | -1,088.4% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling