+56.5%
IBIT vs PCG
-25.4%
+81.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -10.5% | +0.8% | -11.2% | -10.5% |
| 3M | +15.0% | -22.0% | +37.1% | +18.8% |
| 6M | -8.3% | -17.1% | +8.8% | -6.9% |
| YTD | -16.1% | -16.9% | +0.8% | -14.8% |
| 1Y | -30.8% | -19.1% | -11.7% | -29.2% |
| All | +56.5% | -25.4% | +81.9% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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