+8.0%
WULF vs IBIT
-33.0%
+41.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | 0.0% |
| 7D | +11.0% | -9.2% | +20.2% | +21.0% |
| 30D | +9.4% | -15.8% | +25.1% | +29.1% |
| 3M | -22.6% | +8.5% | -31.2% | -27.8% |
| 6M | -45.4% | -13.7% | -31.7% | -36.4% |
| YTD | +9.8% | -21.6% | +31.4% | +38.8% |
| 1Y | +8.0% | -30.0% | +38.0% | +48.3% |
| All | +8.0% | -33.0% | +41.0% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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