+61.0%
IBIT vs PDD
-45.3%
+106.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.2% |
| 7D | -1.1% | +5.6% | -6.7% | -1.8% |
| 30D | -9.2% | +5.8% | -14.9% | -9.9% |
| 3M | +17.5% | -8.6% | +26.1% | +18.7% |
| 6M | -7.2% | -18.8% | +11.7% | -5.1% |
| YTD | -13.6% | -26.8% | +13.1% | -10.9% |
| 1Y | -25.1% | -39.3% | +14.2% | -21.3% |
| All | +61.0% | -45.3% | +106.4% | +66.2% |
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