+56.5%
IBIT vs PH
+114.4%
-57.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -5.4% | +2.1% | -7.5% | -6.4% |
| 30D | -10.5% | +0.3% | -10.7% | -10.8% |
| 3M | +15.0% | -8.8% | +23.8% | +19.5% |
| 6M | -8.3% | +10.0% | -18.3% | -13.7% |
| YTD | -16.1% | +10.5% | -26.5% | -22.1% |
| 1Y | -30.8% | +15.5% | -46.3% | -37.5% |
| All | +56.5% | +114.4% | -57.9% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling