-30.0%
IBIT vs PHM
+7.4%
-37.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -9.2% | -4.1% | -5.1% | -9.2% |
| 30D | -15.8% | +16.1% | -31.9% | -15.6% |
| 3M | +8.5% | -2.5% | +11.0% | +8.5% |
| 6M | -13.7% | +12.9% | -26.6% | -13.6% |
| YTD | -21.6% | +9.0% | -30.6% | -22.9% |
| 1Y | -30.0% | +8.2% | -38.1% | -31.3% |
| All | -30.0% | +7.4% | -37.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling