+58.6%
IBIT vs PENG
+140.2%
-81.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | +0.2% |
| 7D | -6.8% | +1.9% | -8.7% | -7.4% |
| 30D | -9.9% | -37.8% | +27.9% | -5.8% |
| 3M | +17.5% | -14.1% | +31.6% | +17.7% |
| 6M | -9.1% | +13.1% | -22.2% | -16.2% |
| YTD | -14.9% | +151.8% | -166.7% | -33.5% |
| 1Y | -27.6% | +136.0% | -163.6% | -42.8% |
| All | +58.6% | +140.2% | -81.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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