-30.8%
IBIT vs PENG
+103.2%
-133.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -5.4% | -16.1% | +10.7% | -4.3% |
| 30D | -10.5% | -41.5% | +31.0% | -7.4% |
| 3M | +15.0% | -19.1% | +34.1% | +15.8% |
| 6M | -8.3% | +0.9% | -9.2% | -16.4% |
| YTD | -16.1% | +128.2% | -144.3% | -42.7% |
| 1Y | -30.8% | +98.6% | -129.3% | -50.0% |
| All | -30.8% | +103.2% | -133.9% | -50.0% |
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