+64.0%
IBIT vs NTNX
+33.5%
+30.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | -5.8% | -3.9% | -1.9% | -5.1% |
| 30D | +21.5% | +1.7% | +19.8% | +21.2% |
| 3M | +24.5% | +31.7% | -7.2% | +18.5% |
| 6M | +10.0% | +69.4% | -59.4% | -1.3% |
| YTD | -12.0% | +26.6% | -38.6% | -16.5% |
| 1Y | -32.3% | -15.2% | -17.1% | -30.5% |
| All | +64.0% | +33.5% | +30.5% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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