+50.2%
IBIT vs UMAC
+549.5%
-499.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.3% | -11.2% | -2.4% |
| 7D | +1.4% | +14.7% | -13.3% | +0.6% |
| 30D | +20.6% | -0.5% | +21.1% | +20.1% |
| 3M | +23.7% | +0.5% | +23.2% | +22.1% |
| 6M | +15.0% | +57.9% | -42.9% | +7.9% |
| YTD | -10.6% | +103.9% | -114.5% | -17.9% |
| 1Y | -30.3% | +159.3% | -189.6% | -37.3% |
| All | +50.2% | +549.5% | -499.3% | +15.6% |
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