+69.8%
IBIT vs PCAR
+41.8%
+28.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | +23.1% | -6.2% | +29.3% | +26.7% |
| 3M | +25.6% | +5.9% | +19.7% | +21.7% |
| 6M | +9.1% | +0.4% | +8.7% | +8.1% |
| YTD | -8.9% | +14.8% | -23.7% | -15.9% |
| 1Y | -27.5% | +30.1% | -57.6% | -37.5% |
| All | +69.8% | +41.8% | +28.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 all: compounded portfolio wealth divided by compounded PCAR 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…
all analysis · Full analysis span regression · 6 months rolling