+66.3%
IBIT vs PSX
+119.5%
-53.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +22.2% | +21.6% | +0.6% | +18.9% |
| 3M | +26.0% | +46.5% | -20.4% | +18.9% |
| 6M | +13.2% | +62.0% | -48.8% | +4.1% |
| YTD | -10.8% | +106.3% | -117.1% | -22.2% |
| 1Y | -29.9% | +103.0% | -132.9% | -39.0% |
| All | +66.3% | +119.5% | -53.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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