+66.3%
IBIT vs NYT
+42.2%
+24.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +22.2% | +2.8% | +19.5% | +21.8% |
| 3M | +26.0% | -9.2% | +35.3% | +27.1% |
| 6M | +13.2% | -17.1% | +30.3% | +15.6% |
| YTD | -10.8% | -3.2% | -7.5% | -11.8% |
| 1Y | -29.9% | +15.7% | -45.6% | -33.9% |
| All | +66.3% | +42.2% | +24.1% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling