-30.0%
IBIT vs PENG
+130.4%
-160.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -3.1% |
| 7D | -9.2% | +13.2% | -22.4% | -10.1% |
| 30D | -15.8% | -29.9% | +14.1% | -14.1% |
| 3M | +8.5% | -22.2% | +30.8% | +9.6% |
| 6M | -13.7% | -1.9% | -11.8% | -19.6% |
| YTD | -21.6% | +142.1% | -163.7% | -46.8% |
| 1Y | -30.0% | +151.5% | -181.5% | -53.5% |
| All | -30.0% | +130.4% | -160.3% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling