+64.0%
IBIT vs NLY
+59.0%
+5.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | 0.0% |
| 7D | -5.8% | -3.6% | -2.1% | -4.0% |
| 30D | +21.5% | -4.9% | +26.5% | +24.6% |
| 3M | +24.5% | +6.2% | +18.3% | +20.6% |
| 6M | +10.0% | +4.5% | +5.5% | +7.2% |
| YTD | -12.0% | +5.1% | -17.2% | -14.4% |
| 1Y | -32.3% | +13.5% | -45.8% | -36.9% |
| All | +64.0% | +59.0% | +5.0% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling