+58.9%
IBIT vs PFG
+61.4%
-2.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -3.4% |
| 7D | -2.4% | +2.3% | -4.7% | -3.6% |
| 30D | -9.1% | +7.6% | -16.7% | -12.6% |
| 3M | +15.0% | +2.5% | +12.5% | +13.2% |
| 6M | -6.9% | +16.6% | -23.5% | -15.1% |
| YTD | -14.8% | +34.1% | -48.8% | -28.4% |
| 1Y | -28.1% | +44.1% | -72.2% | -42.3% |
| All | +58.9% | +61.4% | -2.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling