+61.0%
IBIT vs USAR
-20.9%
+81.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.2% | -0.9% |
| 7D | -1.1% | -14.5% | +13.4% | -0.4% |
| 30D | -9.2% | -37.8% | +28.7% | -7.1% |
| 3M | +17.5% | -52.8% | +70.3% | +21.6% |
| 6M | -7.2% | -71.2% | +64.1% | -2.2% |
| YTD | -13.6% | -30.9% | +17.2% | -11.7% |
| 1Y | -25.1% | -48.0% | +22.9% | -23.1% |
| All | +61.0% | -20.9% | +81.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling