-20.7%
IBIT vs NYT
+16.5%
-37.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +2.8% |
| 7D | -1.8% | -3.9% | +2.1% | -2.0% |
| 30D | -6.7% | +4.3% | -10.9% | -6.5% |
| 3M | +24.6% | -11.7% | +36.3% | +23.5% |
| 6M | -0.2% | -14.4% | +14.3% | -1.6% |
| YTD | -8.7% | -3.0% | -5.7% | -6.4% |
| 1Y | -20.7% | +16.5% | -37.3% | -14.4% |
| All | -20.7% | +16.5% | -37.3% | -14.4% |
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