-32.3%
IBIT vs PBR
+80.2%
-112.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.6% |
| 7D | -5.8% | +4.2% | -10.0% | -6.1% |
| 30D | +21.5% | +22.7% | -1.2% | +18.7% |
| 3M | +24.5% | +21.5% | +3.0% | +21.3% |
| 6M | +10.0% | +24.0% | -14.0% | +3.8% |
| YTD | -12.0% | +88.2% | -100.3% | -27.4% |
| 1Y | -32.3% | +74.8% | -107.1% | -43.9% |
| All | -32.3% | +80.2% | -112.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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