+64.0%
IBIT vs UMC
+215.0%
-151.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.0% |
| 7D | -5.8% | +11.4% | -17.1% | -7.2% |
| 30D | +21.5% | +16.8% | +4.7% | +18.7% |
| 3M | +24.5% | +19.1% | +5.4% | +19.0% |
| 6M | +10.0% | +137.4% | -127.4% | -7.9% |
| YTD | -12.0% | +186.4% | -198.4% | -30.7% |
| 1Y | -32.3% | +229.1% | -261.4% | -48.6% |
| All | +64.0% | +215.0% | -151.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling