+66.7%
IBIT vs NEM
+251.0%
-184.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +1.4% | +3.9% | -2.4% | +0.6% |
| 30D | +20.6% | +12.7% | +7.9% | +17.7% |
| 3M | +23.7% | +28.7% | -5.0% | +17.2% |
| 6M | +15.0% | +9.8% | +5.2% | +11.7% |
| YTD | -10.6% | +28.1% | -38.7% | -15.1% |
| 1Y | -30.3% | +69.3% | -99.7% | -36.8% |
| All | +66.7% | +251.0% | -184.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling