-25.1%
IBIT vs PENG
+88.9%
-114.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -1.4% |
| 7D | -1.1% | -19.4% | +18.3% | +0.3% |
| 30D | -9.2% | -42.4% | +33.2% | -5.8% |
| 3M | +17.5% | -25.6% | +43.2% | +19.1% |
| 6M | -7.2% | +7.3% | -14.4% | -17.9% |
| YTD | -13.6% | +113.9% | -127.5% | -40.9% |
| 1Y | -25.1% | +93.6% | -118.7% | -46.7% |
| All | -25.1% | +88.9% | -114.0% | -46.7% |
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