+58.9%
IBIT vs PDD
-47.0%
+105.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.9% |
| 7D | -2.4% | -1.4% | -0.9% | -2.2% |
| 30D | -9.1% | -1.0% | -8.0% | -9.0% |
| 3M | +15.0% | -12.3% | +27.3% | +16.7% |
| 6M | -6.9% | -18.5% | +11.6% | -4.9% |
| YTD | -14.8% | -29.0% | +14.2% | -11.7% |
| 1Y | -28.1% | -40.7% | +12.6% | -24.2% |
| All | +58.9% | -47.0% | +105.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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