+58.9%
IBIT vs UAL
+173.2%
-114.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.1% | -3.3% |
| 7D | -2.4% | +10.2% | -12.6% | -5.2% |
| 30D | -9.1% | +12.0% | -21.1% | -12.3% |
| 3M | +15.0% | -7.1% | +22.1% | +16.8% |
| 6M | -6.9% | +20.9% | -27.8% | -13.7% |
| YTD | -14.8% | +7.7% | -22.4% | -19.0% |
| 1Y | -28.1% | +23.6% | -51.7% | -34.8% |
| All | +58.9% | +173.2% | -114.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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