+64.4%
IBIT vs PSLV
+169.3%
-104.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.2% | -3.5% | +0.2% | -2.4% |
| 30D | +22.0% | -2.1% | +24.1% | +22.7% |
| 3M | +21.4% | -1.6% | +23.1% | +21.7% |
| 6M | +9.2% | -25.5% | +34.7% | +15.4% |
| YTD | -11.8% | -11.4% | -0.4% | -14.3% |
| 1Y | -32.7% | +48.6% | -81.3% | -44.9% |
| All | +64.4% | +169.3% | -104.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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