+66.7%
IBIT vs PSX
+118.2%
-51.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.1% |
| 7D | +1.4% | +2.8% | -1.4% | +1.0% |
| 30D | +20.6% | +27.8% | -7.1% | +16.4% |
| 3M | +23.7% | +42.0% | -18.3% | +17.2% |
| 6M | +15.0% | +58.1% | -43.1% | +6.3% |
| YTD | -10.6% | +105.0% | -115.6% | -22.0% |
| 1Y | -30.3% | +104.9% | -135.2% | -39.5% |
| All | +66.7% | +118.2% | -51.5% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling