+66.3%
IBIT vs NTAP
+123.2%
-56.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | +1.1% | +2.2% | -1.1% | +0.6% |
| 30D | +22.2% | -7.0% | +29.3% | +24.3% |
| 3M | +26.0% | +12.3% | +13.7% | +20.9% |
| 6M | +13.2% | +85.1% | -71.9% | -9.4% |
| YTD | -10.8% | +74.8% | -85.6% | -27.2% |
| 1Y | -29.9% | +52.7% | -82.6% | -40.1% |
| All | +66.3% | +123.2% | -56.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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