+53.1%
IBIT vs UMAC
+494.0%
-440.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.2% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +23.1% | -7.7% | +30.8% | +23.1% |
| 3M | +25.6% | -26.4% | +52.0% | +26.3% |
| 6M | +9.1% | +61.9% | -52.7% | +2.1% |
| YTD | -8.9% | +86.5% | -95.4% | -15.9% |
| 1Y | -27.5% | +156.3% | -183.8% | -34.6% |
| All | +53.1% | +494.0% | -440.9% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling