-27.5%
IBIT vs NLY
+20.9%
-48.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +3.0% | -1.0% | +4.0% | +3.5% |
| 30D | +23.1% | +0.6% | +22.5% | +22.6% |
| 3M | +25.6% | +10.8% | +14.7% | +20.3% |
| 6M | +9.1% | +6.2% | +2.9% | +5.5% |
| YTD | -8.9% | +9.0% | -17.9% | -10.9% |
| 1Y | -27.5% | +19.3% | -46.8% | -30.6% |
| All | -27.5% | +20.9% | -48.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling