+69.8%
IBIT vs PEGA
+58.3%
+11.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.3% |
| 7D | +3.0% | +3.3% | -0.3% | +2.5% |
| 30D | +23.1% | +17.7% | +5.4% | +19.9% |
| 3M | +25.6% | +5.8% | +19.8% | +23.9% |
| 6M | +9.1% | -20.3% | +29.4% | +12.5% |
| YTD | -8.9% | -37.1% | +28.2% | -3.2% |
| 1Y | -27.5% | -30.2% | +2.7% | -24.3% |
| All | +69.8% | +58.3% | +11.5% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling