+58.6%
IBIT vs PR
+89.7%
-31.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +0.8% |
| 7D | -6.8% | -0.5% | -6.3% | -6.7% |
| 30D | -9.9% | -4.6% | -5.2% | -9.3% |
| 3M | +17.5% | +4.7% | +12.8% | +15.6% |
| 6M | -9.1% | +12.4% | -21.6% | -12.5% |
| YTD | -14.9% | +62.9% | -77.8% | -26.6% |
| 1Y | -27.6% | +70.6% | -98.2% | -38.5% |
| All | +58.6% | +89.7% | -31.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling