+51.6%
IBIT vs PFG
+58.0%
-6.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.7% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -14.4% | +5.0% | -19.3% | -16.6% |
| 3M | +12.5% | +0.1% | +12.4% | +12.1% |
| 6M | -11.9% | +13.8% | -25.7% | -18.6% |
| YTD | -18.7% | +31.2% | -50.0% | -31.0% |
| 1Y | -29.9% | +37.1% | -67.0% | -42.1% |
| All | +51.6% | +58.0% | -6.5% | +9.9% |
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