+36.6%
IBIT vs UMAC
+195.7%
-159.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -4.1% |
| 7D | -6.2% | +10.1% | -16.4% | -6.8% |
| 30D | -14.4% | -39.1% | +24.8% | -12.0% |
| 3M | +12.5% | -56.2% | +68.7% | +17.0% |
| 6M | -11.9% | -16.2% | +4.3% | -13.9% |
| YTD | -18.7% | -7.1% | -11.6% | -22.1% |
| 1Y | -29.9% | +10.3% | -40.2% | -33.8% |
| All | +36.6% | +195.7% | -159.2% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling