+69.8%
IBIT vs PENG
+152.5%
-82.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.9% | -3.2% |
| 7D | +3.0% | +4.5% | -1.5% | +2.5% |
| 30D | +23.1% | -7.1% | +30.2% | +23.7% |
| 3M | +25.6% | -27.3% | +52.8% | +27.7% |
| 6M | +9.1% | +169.6% | -160.4% | -14.0% |
| YTD | -8.9% | +164.6% | -173.5% | -28.2% |
| 1Y | -27.5% | +109.5% | -136.9% | -40.9% |
| All | +69.8% | +152.5% | -82.6% | +28.8% |
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