+46.2%
IBIT vs UNP
+34.7%
+11.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -9.2% | +4.2% | -13.4% | -10.0% |
| 30D | -15.8% | +5.6% | -21.4% | -16.7% |
| 3M | +8.5% | +2.0% | +6.5% | +8.2% |
| 6M | -13.7% | +15.4% | -29.1% | -16.9% |
| YTD | -21.6% | +32.7% | -54.3% | -28.3% |
| 1Y | -30.0% | +39.4% | -69.4% | -37.3% |
| All | +46.2% | +34.7% | +11.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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