+66.7%
IBIT vs PFGC
+36.6%
+30.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | +1.4% | -2.4% | +3.9% | +2.4% |
| 30D | +20.6% | -15.8% | +36.4% | +28.8% |
| 3M | +23.7% | -0.6% | +24.3% | +22.9% |
| 6M | +15.0% | +10.7% | +4.3% | +8.8% |
| YTD | -10.6% | +7.6% | -18.2% | -15.2% |
| 1Y | -30.3% | -7.8% | -22.5% | -28.8% |
| All | +66.7% | +36.6% | +30.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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