+66.3%
IBIT vs NSC
+50.0%
+16.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.1% | -2.0% | +3.2% | +1.8% |
| 30D | +22.2% | -3.2% | +25.4% | +23.6% |
| 3M | +26.0% | +3.9% | +22.1% | +24.1% |
| 6M | +13.2% | +7.8% | +5.4% | +9.6% |
| YTD | -10.8% | +13.4% | -24.2% | -15.5% |
| 1Y | -29.9% | +20.3% | -50.3% | -35.4% |
| All | +66.3% | +50.0% | +16.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling