+66.7%
IBIT vs PBF
+103.9%
-37.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.1% | -2.2% |
| 7D | +1.4% | +2.4% | -0.9% | +1.2% |
| 30D | +20.6% | +24.9% | -4.2% | +17.7% |
| 3M | +23.7% | +81.9% | -58.2% | +15.5% |
| 6M | +15.0% | +79.4% | -64.4% | +6.3% |
| YTD | -10.6% | +188.3% | -198.9% | -22.7% |
| 1Y | -30.3% | +177.3% | -207.6% | -40.1% |
| All | +66.7% | +103.9% | -37.2% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling