+66.7%
IBIT vs UMC
+210.8%
-144.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -6.9% | -2.6% |
| 7D | +1.4% | +6.6% | -5.2% | +0.5% |
| 30D | +20.6% | +16.6% | +4.1% | +17.8% |
| 3M | +23.7% | +11.0% | +12.7% | +19.6% |
| 6M | +15.0% | +131.3% | -116.3% | -3.4% |
| YTD | -10.6% | +182.5% | -193.1% | -29.4% |
| 1Y | -30.3% | +222.3% | -252.6% | -46.9% |
| All | +66.7% | +210.8% | -144.1% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling