+58.9%
IBIT vs USAR
-15.8%
+74.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -1.6% |
| 7D | -2.4% | -1.1% | -1.3% | -2.4% |
| 30D | -9.1% | -30.3% | +21.2% | -7.6% |
| 3M | +15.0% | -54.7% | +69.7% | +19.2% |
| 6M | -6.9% | -67.5% | +60.6% | -2.5% |
| YTD | -14.8% | -26.4% | +11.6% | -13.1% |
| 1Y | -28.1% | -49.5% | +21.4% | -26.4% |
| All | +58.9% | -15.8% | +74.7% | +50.6% |
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