+66.7%
IBIT vs PEGA
+51.7%
+15.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.2% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | +20.6% | +9.6% | +11.0% | +18.8% |
| 3M | +23.7% | +2.3% | +21.4% | +22.6% |
| 6M | +15.0% | -23.9% | +38.9% | +19.4% |
| YTD | -10.6% | -39.8% | +29.2% | -4.4% |
| 1Y | -30.3% | -37.4% | +7.1% | -26.1% |
| All | +66.7% | +51.7% | +15.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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