+61.0%
IBIT vs PR
+84.8%
-23.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.7% |
| 7D | -1.1% | -16.4% | +15.3% | +2.4% |
| 30D | -9.2% | -1.9% | -7.3% | -9.2% |
| 3M | +17.5% | +8.0% | +9.6% | +14.7% |
| 6M | -7.2% | +4.1% | -11.3% | -9.0% |
| YTD | -13.6% | +58.7% | -72.3% | -25.1% |
| 1Y | -25.1% | +75.8% | -100.9% | -37.1% |
| All | +61.0% | +84.8% | -23.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling