+56.5%
IBIT vs NSC
+52.8%
+3.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | -5.4% | -3.4% | -2.0% | -4.3% |
| 30D | -10.5% | +3.6% | -14.1% | -11.5% |
| 3M | +15.0% | -1.4% | +16.4% | +15.5% |
| 6M | -8.3% | +6.0% | -14.2% | -10.5% |
| YTD | -16.1% | +15.5% | -31.6% | -21.0% |
| 1Y | -30.8% | +16.2% | -47.0% | -35.1% |
| All | +56.5% | +52.8% | +3.7% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling