-13.0%
IBIT vs MULL
+2,481.0%
-2,494.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.2% | -1.6% |
| 7D | +1.4% | +14.0% | -12.6% | +0.1% |
| 30D | +20.6% | +24.8% | -4.2% | +17.6% |
| 3M | +23.7% | -16.1% | +39.8% | +20.1% |
| 6M | +15.0% | +330.9% | -315.9% | -10.9% |
| YTD | -10.6% | +545.0% | -555.6% | -35.3% |
| 1Y | -30.3% | +2,427.1% | -2,457.4% | -58.7% |
| All | -13.0% | +2,481.0% | -2,494.1% | -51.5% |
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