+69.8%
IBIT vs NEM
+253.8%
-184.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +23.1% | +23.1% | 0.0% | +17.9% |
| 3M | +25.6% | +18.5% | +7.1% | +20.8% |
| 6M | +9.1% | +7.8% | +1.4% | +6.4% |
| YTD | -8.9% | +29.1% | -38.0% | -13.7% |
| 1Y | -27.5% | +72.7% | -100.1% | -34.4% |
| All | +69.8% | +253.8% | -184.0% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling