+66.7%
IBIT vs UL
+26.8%
+39.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.9% |
| 7D | +1.4% | -1.3% | +2.7% | +1.4% |
| 30D | +20.6% | +0.9% | +19.7% | +20.6% |
| 3M | +23.7% | +14.2% | +9.4% | +23.8% |
| 6M | +15.0% | -3.2% | +18.2% | +14.7% |
| YTD | -10.6% | -0.3% | -10.3% | -11.1% |
| 1Y | -30.3% | -8.8% | -21.5% | -30.4% |
| All | +66.7% | +26.8% | +39.9% | +58.3% |
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