+61.0%
IBIT vs PPL
+42.5%
+18.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -9.2% | +5.4% | -14.6% | -9.7% |
| 3M | +17.5% | +4.3% | +13.2% | +16.8% |
| 6M | -7.2% | -1.3% | -5.8% | -7.0% |
| YTD | -13.6% | +4.7% | -18.3% | -14.4% |
| 1Y | -25.1% | +1.3% | -26.4% | -25.2% |
| All | +61.0% | +42.5% | +18.5% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling