+58.6%
IBIT vs USAR
-20.5%
+79.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +1.1% |
| 7D | -6.8% | +0.8% | -7.6% | -6.9% |
| 30D | -9.9% | -30.1% | +20.2% | -8.4% |
| 3M | +17.5% | -56.3% | +73.8% | +22.1% |
| 6M | -9.1% | -68.6% | +59.5% | -4.6% |
| YTD | -14.9% | -30.5% | +15.6% | -13.0% |
| 1Y | -27.6% | -53.5% | +25.9% | -25.6% |
| All | +58.6% | -20.5% | +79.1% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling