-29.9%
IBIT vs MULL
+2,529.3%
-2,559.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.7% |
| 7D | +1.1% | +14.8% | -13.6% | -0.1% |
| 30D | +22.2% | +36.6% | -14.3% | +18.6% |
| 3M | +26.0% | -8.9% | +34.9% | +21.6% |
| 6M | +13.2% | +311.9% | -298.8% | -10.7% |
| YTD | -10.8% | +579.8% | -590.6% | -35.1% |
| 1Y | -29.9% | +2,421.5% | -2,451.5% | -61.4% |
| All | -29.9% | +2,529.3% | -2,559.3% | -61.4% |
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