+46.2%
IBIT vs PEGA
+37.6%
+8.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.7% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -15.8% | -4.1% | -11.6% | -15.4% |
| 3M | +8.5% | -2.8% | +11.4% | +8.7% |
| 6M | -13.7% | -0.4% | -13.3% | -14.4% |
| YTD | -21.6% | -45.4% | +23.8% | -15.0% |
| 1Y | -30.0% | -42.6% | +12.7% | -24.7% |
| All | +46.2% | +37.6% | +8.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling