+66.3%
IBIT vs NEE
+44.6%
+21.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +1.1% | -0.5% | +1.7% | +1.2% |
| 30D | +22.2% | -1.7% | +23.9% | +22.4% |
| 3M | +26.0% | -1.8% | +27.9% | +26.1% |
| 6M | +13.2% | -8.8% | +22.0% | +14.2% |
| YTD | -10.8% | +5.2% | -16.0% | -11.3% |
| 1Y | -29.9% | +21.3% | -51.3% | -30.7% |
| All | +66.3% | +44.6% | +21.8% | +49.6% |
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