+69.8%
IBIT vs PR
+97.2%
-27.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +3.0% | +2.9% | +0.1% | +2.3% |
| 30D | +23.1% | +18.0% | +5.1% | +18.5% |
| 3M | +25.6% | +16.9% | +8.7% | +20.8% |
| 6M | +9.1% | +28.2% | -19.1% | +1.5% |
| YTD | -8.9% | +69.3% | -78.2% | -21.6% |
| 1Y | -27.5% | +69.5% | -97.0% | -37.9% |
| All | +69.8% | +97.2% | -27.4% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling