-20.7%
IBIT vs PBF
+120.1%
-140.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +2.9% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -6.7% | -13.7% | +7.1% | -6.6% |
| 3M | +24.6% | +10.6% | +13.9% | +23.5% |
| 6M | -0.2% | +61.2% | -61.3% | -3.2% |
| YTD | -8.7% | +172.7% | -181.4% | -17.7% |
| 1Y | -20.7% | +111.0% | -131.7% | -27.3% |
| All | -20.7% | +120.1% | -140.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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