-27.5%
IBIT vs NYT
+15.2%
-42.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | +3.0% | -1.3% | +4.3% | +2.9% |
| 30D | +23.1% | +2.7% | +20.4% | +23.4% |
| 3M | +25.6% | -10.3% | +35.9% | +23.7% |
| 6M | +9.1% | -16.6% | +25.7% | +6.7% |
| YTD | -8.9% | -2.3% | -6.6% | -5.7% |
| 1Y | -27.5% | +15.0% | -42.5% | -19.3% |
| All | -27.5% | +15.2% | -42.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling