+69.8%
IBIT vs PLUG
-44.4%
+114.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -2.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +23.1% | +3.3% | +19.8% | +22.6% |
| 3M | +25.6% | -39.7% | +65.3% | +31.4% |
| 6M | +9.1% | -12.5% | +21.6% | +9.2% |
| YTD | -8.9% | +10.2% | -19.1% | -11.0% |
| 1Y | -27.5% | +50.7% | -78.2% | -31.3% |
| All | +69.8% | -44.4% | +114.2% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling