+56.5%
IBIT vs NEM
+231.3%
-174.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.6% | -0.6% |
| 7D | -5.4% | +11.6% | -17.0% | -7.8% |
| 30D | -10.5% | +1.8% | -12.3% | -11.0% |
| 3M | +15.0% | +2.5% | +12.5% | +14.2% |
| 6M | -8.3% | +3.4% | -11.7% | -9.7% |
| YTD | -16.1% | +20.9% | -37.0% | -19.6% |
| 1Y | -30.8% | +37.2% | -67.9% | -34.9% |
| All | +56.5% | +231.3% | -174.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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