+64.4%
IBIT vs NLY
+58.3%
+6.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.2% | -4.0% | +0.8% | -1.2% |
| 30D | +22.0% | -5.2% | +27.2% | +25.2% |
| 3M | +21.4% | +2.8% | +18.6% | +19.5% |
| 6M | +9.2% | +4.2% | +5.0% | +6.6% |
| YTD | -11.8% | +4.7% | -16.5% | -14.0% |
| 1Y | -32.7% | +12.7% | -45.4% | -37.1% |
| All | +64.4% | +58.3% | +6.1% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling