+66.7%
IBIT vs PEG
+30.2%
+36.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | +20.6% | -1.9% | +22.5% | +21.2% |
| 3M | +23.7% | -3.7% | +27.4% | +24.8% |
| 6M | +15.0% | -9.4% | +24.4% | +18.4% |
| YTD | -10.6% | -6.0% | -4.6% | -9.3% |
| 1Y | -30.3% | -4.4% | -26.0% | -30.0% |
| All | +66.7% | +30.2% | +36.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling