+46.2%
IBIT vs NEE
+48.9%
-2.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -9.2% | -2.1% | -7.1% | -9.1% |
| 30D | -15.8% | +8.6% | -24.4% | -16.2% |
| 3M | +8.5% | -0.3% | +8.8% | +8.6% |
| 6M | -13.7% | -8.9% | -4.8% | -12.8% |
| YTD | -21.6% | +8.3% | -29.9% | -22.1% |
| 1Y | -30.0% | +4.3% | -34.2% | -30.1% |
| All | +46.2% | +48.9% | -2.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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