+49.9%
IBIT vs UMAC
+508.0%
-458.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.1% |
| 7D | +1.1% | +3.3% | -2.1% | +0.9% |
| 30D | +22.2% | -10.4% | +32.6% | +22.4% |
| 3M | +26.0% | +1.8% | +24.3% | +24.4% |
| 6M | +13.2% | +40.7% | -27.6% | +7.0% |
| YTD | -10.8% | +90.9% | -101.7% | -17.8% |
| 1Y | -29.9% | +151.8% | -181.7% | -36.9% |
| All | +49.9% | +508.0% | -458.1% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling