+64.4%
IBIT vs NTR
+59.6%
+4.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | +22.0% | +16.8% | +5.2% | +18.8% |
| 3M | +21.4% | +20.7% | +0.7% | +17.3% |
| 6M | +9.2% | +0.5% | +8.7% | +8.8% |
| YTD | -11.8% | +29.2% | -41.0% | -17.4% |
| 1Y | -32.7% | +39.6% | -72.3% | -38.2% |
| All | +64.4% | +59.6% | +4.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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