+69.8%
IBIT vs PCG
-19.7%
+89.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -2.8% |
| 7D | +3.0% | -13.9% | +16.9% | +4.9% |
| 30D | +23.1% | -16.9% | +40.0% | +26.1% |
| 3M | +25.6% | -14.7% | +40.3% | +27.7% |
| 6M | +9.1% | -23.8% | +33.0% | +14.0% |
| YTD | -8.9% | -10.5% | +1.6% | -8.5% |
| 1Y | -27.5% | -5.1% | -22.3% | -28.3% |
| All | +69.8% | -19.7% | +89.6% | +79.9% |
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