+66.7%
IBIT vs PFG
+60.9%
+5.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | +1.4% | +6.0% | -4.6% | -1.7% |
| 30D | +20.6% | +2.2% | +18.4% | +19.1% |
| 3M | +23.7% | +10.4% | +13.3% | +16.8% |
| 6M | +15.0% | +27.8% | -12.8% | -0.4% |
| YTD | -10.6% | +33.6% | -44.2% | -24.7% |
| 1Y | -30.3% | +49.3% | -79.6% | -45.4% |
| All | +66.7% | +60.9% | +5.8% | +19.9% |
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