+69.8%
IBIT vs PPG
-18.7%
+88.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | +3.0% | -1.5% | +4.5% | +3.5% |
| 30D | +23.1% | -5.0% | +28.1% | +25.1% |
| 3M | +25.6% | +1.1% | +24.4% | +24.5% |
| 6M | +9.1% | -3.2% | +12.3% | +9.4% |
| YTD | -8.9% | +11.9% | -20.8% | -14.3% |
| 1Y | -27.5% | +5.3% | -32.8% | -30.1% |
| All | +69.8% | -18.7% | +88.6% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling