+61.6%
IBIT vs PCG
-25.4%
+87.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -4.9% |
| 7D | -5.9% | 0.0% | -5.9% | -5.8% |
| 30D | -11.3% | +5.8% | -17.1% | -12.0% |
| 3M | +17.1% | -22.8% | +39.9% | +21.2% |
| 6M | -7.0% | -18.4% | +11.4% | -5.2% |
| YTD | -13.3% | -16.9% | +3.5% | -12.1% |
| 1Y | -27.0% | -17.6% | -9.3% | -25.7% |
| All | +61.6% | -25.4% | +87.0% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling