+46.2%
IBIT vs UL
+33.2%
+13.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.5% |
| 7D | -9.2% | +1.1% | -10.3% | -9.2% |
| 30D | -15.8% | +4.5% | -20.3% | -15.7% |
| 3M | +8.5% | +6.5% | +2.1% | +8.6% |
| 6M | -13.7% | +18.2% | -31.9% | -13.5% |
| YTD | -21.6% | +4.7% | -26.3% | -22.0% |
| 1Y | -30.0% | +0.8% | -30.7% | -30.3% |
| All | +46.2% | +33.2% | +13.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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