-17.1%
IBIT vs MULL
+1,100.2%
-1,117.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.3% | -13.6% | -2.4% |
| 7D | -2.4% | -27.1% | +24.7% | -0.3% |
| 30D | -9.1% | -54.2% | +45.1% | -3.5% |
| 3M | +15.0% | -42.0% | +57.0% | +18.4% |
| 6M | -6.9% | -43.5% | +36.6% | -9.9% |
| YTD | -14.8% | +199.9% | -214.7% | -34.8% |
| 1Y | -28.1% | +292.8% | -321.0% | -47.7% |
| All | -17.1% | +1,100.2% | -1,117.3% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling