+66.7%
IBIT vs USAR
+69.8%
-3.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +1.4% | +2.3% | -0.9% | +1.3% |
| 30D | +20.6% | -8.6% | +29.3% | +21.0% |
| 3M | +23.7% | -20.5% | +44.2% | +24.5% |
| 6M | +15.0% | +1.2% | +13.8% | +14.2% |
| YTD | -10.6% | +48.4% | -59.0% | -11.8% |
| 1Y | -30.3% | +30.6% | -60.9% | -30.8% |
| All | +66.7% | +69.8% | -3.1% | +52.8% |
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