+51.6%
IBIT vs PLUG
-68.2%
+119.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.8% | +4.4% | -3.6% |
| 7D | -6.2% | -8.1% | +1.9% | -5.5% |
| 30D | -14.4% | -20.5% | +6.1% | -12.5% |
| 3M | +12.5% | -45.9% | +58.3% | +19.1% |
| 6M | -11.9% | -65.2% | +53.3% | -3.2% |
| YTD | -18.7% | -37.1% | +18.3% | -16.3% |
| 1Y | -29.9% | -54.6% | +24.7% | -26.2% |
| All | +51.6% | -68.2% | +119.8% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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