-20.7%
IBIT vs PPG
+38.5%
-59.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +2.0% |
| 7D | -1.8% | +7.5% | -9.2% | -3.0% |
| 30D | -6.7% | +20.9% | -27.6% | -9.8% |
| 3M | +24.6% | +8.7% | +15.9% | +22.7% |
| 6M | -0.2% | +23.8% | -24.0% | -4.3% |
| YTD | -8.7% | +26.5% | -35.2% | -13.7% |
| 1Y | -20.7% | +37.6% | -58.3% | -25.3% |
| All | -20.7% | +38.5% | -59.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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