-30.3%
IBIT vs PBF
+176.6%
-206.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.1% | -1.9% |
| 7D | +1.4% | +2.4% | -0.9% | +1.4% |
| 30D | +20.6% | +24.9% | -4.2% | +19.6% |
| 3M | +23.7% | +81.9% | -58.2% | +20.8% |
| 6M | +15.0% | +79.4% | -64.4% | +11.3% |
| YTD | -10.6% | +188.3% | -198.9% | -15.8% |
| 1Y | -30.3% | +177.3% | -207.6% | -32.7% |
| All | -30.3% | +176.6% | -206.9% | -32.7% |
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