-30.8%
IBIT vs UPS
+23.5%
-54.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.4% | +1.7% | -7.1% | -5.3% |
| 30D | -10.5% | +17.4% | -27.9% | -10.4% |
| 3M | +15.0% | +7.7% | +7.3% | +15.3% |
| 6M | -8.3% | +13.8% | -22.1% | -7.5% |
| YTD | -16.1% | +17.3% | -33.3% | -17.1% |
| 1Y | -30.8% | +27.2% | -57.9% | -32.5% |
| All | -30.8% | +23.5% | -54.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling