+61.6%
IBIT vs PENG
+81.6%
-20.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -23.0% | +17.9% | -2.4% |
| 7D | -5.9% | -36.7% | +30.8% | -1.3% |
| 30D | -11.3% | -42.0% | +30.8% | -6.4% |
| 3M | +17.1% | -33.2% | +50.3% | +20.8% |
| 6M | -7.0% | +2.1% | -9.1% | -14.4% |
| YTD | -13.3% | +90.3% | -103.6% | -29.9% |
| 1Y | -27.0% | +67.7% | -94.6% | -39.7% |
| All | +61.6% | +81.6% | -20.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling