+66.7%
IBIT vs NOC
+14.9%
+51.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +1.4% | -2.7% | +4.1% | +1.5% |
| 30D | +20.6% | -8.9% | +29.5% | +20.8% |
| 3M | +23.7% | -3.7% | +27.4% | +23.5% |
| 6M | +15.0% | -30.8% | +45.8% | +17.4% |
| YTD | -10.6% | -7.9% | -2.6% | -10.6% |
| 1Y | -30.3% | -9.4% | -20.9% | -30.2% |
| All | +66.7% | +14.9% | +51.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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