-14.4%
IBIT vs MULL
+2,366.2%
-2,380.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.3% | +8.0% | -0.5% |
| 7D | -5.8% | +3.6% | -9.4% | -6.2% |
| 30D | +21.5% | +22.0% | -0.5% | +18.7% |
| 3M | +24.5% | -8.6% | +33.2% | +19.8% |
| 6M | +10.0% | +248.5% | -238.5% | -12.7% |
| YTD | -12.0% | +516.3% | -528.3% | -36.1% |
| 1Y | -32.3% | +2,036.6% | -2,069.0% | -59.1% |
| All | -14.4% | +2,366.2% | -2,380.6% | -52.1% |
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