+66.7%
IBIT vs PH
+112.3%
-45.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +20.6% | -10.8% | +31.4% | +27.0% |
| 3M | +23.7% | +8.5% | +15.2% | +17.6% |
| 6M | +15.0% | +3.9% | +11.1% | +10.9% |
| YTD | -10.6% | +9.4% | -20.0% | -16.4% |
| 1Y | -30.3% | +26.8% | -57.1% | -40.6% |
| All | +66.7% | +112.3% | -45.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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