+46.2%
IBIT vs PBF
+90.2%
-43.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -9.2% | +6.5% | -15.6% | -9.7% |
| 30D | -15.8% | -20.0% | +4.2% | -14.4% |
| 3M | +8.5% | -3.3% | +11.9% | +8.1% |
| 6M | -13.7% | +76.8% | -90.5% | -19.8% |
| YTD | -21.6% | +168.9% | -190.5% | -32.1% |
| 1Y | -30.0% | +96.4% | -126.3% | -36.9% |
| All | +46.2% | +90.2% | -43.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling