+58.9%
IBIT vs PENG
+122.9%
-64.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.6% | -2.3% |
| 7D | -2.4% | -3.8% | +1.4% | -2.5% |
| 30D | -9.1% | -40.1% | +31.0% | -4.6% |
| 3M | +15.0% | -21.8% | +36.8% | +16.4% |
| 6M | -6.9% | +3.3% | -10.2% | -13.2% |
| YTD | -14.8% | +133.6% | -148.4% | -32.8% |
| 1Y | -28.1% | +110.7% | -138.8% | -42.4% |
| All | +58.9% | +122.9% | -64.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling