+740.6%
WULF vs IBIT
+56.3%
+684.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.5% |
| 7D | -0.6% | -5.8% | +5.2% | +5.1% |
| 30D | -3.6% | +21.5% | -25.2% | -21.1% |
| 3M | -30.4% | +24.5% | -54.9% | -44.8% |
| 6M | +12.5% | +10.0% | +2.5% | +1.1% |
| YTD | +40.5% | -12.0% | +52.5% | +56.7% |
| 1Y | +53.0% | -32.3% | +85.3% | +118.2% |
| All | +740.6% | +56.3% | +684.3% | +267.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling