+61.6%
IBIT vs PPL
+43.3%
+18.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.9% | -5.2% |
| 7D | -5.9% | +1.0% | -6.9% | -6.0% |
| 30D | -11.3% | +6.8% | -18.1% | -11.9% |
| 3M | +17.1% | +3.9% | +13.3% | +16.5% |
| 6M | -7.0% | -2.0% | -5.0% | -6.6% |
| YTD | -13.3% | +5.3% | -18.6% | -14.2% |
| 1Y | -27.0% | +2.2% | -29.2% | -27.1% |
| All | +61.6% | +43.3% | +18.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling