+47.8%
IBIT vs UMAC
+488.3%
-440.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -1.2% |
| 7D | -5.8% | -4.0% | -1.8% | -5.6% |
| 30D | +21.5% | -9.4% | +30.9% | +21.6% |
| 3M | +24.5% | +3.0% | +21.5% | +22.8% |
| 6M | +10.0% | +27.2% | -17.2% | +4.6% |
| YTD | -12.0% | +84.7% | -96.7% | -18.8% |
| 1Y | -32.3% | +136.5% | -168.8% | -38.8% |
| All | +47.8% | +488.3% | -440.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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