+69.8%
IBIT vs PEG
+29.3%
+40.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | +23.1% | -2.4% | +25.5% | +23.9% |
| 3M | +25.6% | -4.8% | +30.4% | +27.0% |
| 6M | +9.1% | -10.7% | +19.8% | +12.9% |
| YTD | -8.9% | -6.7% | -2.2% | -7.4% |
| 1Y | -27.5% | -6.8% | -20.6% | -26.4% |
| All | +69.8% | +29.3% | +40.6% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling