+61.0%
IBIT vs PYPL
-1.2%
+62.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.1% | +3.9% | -5.0% | -2.5% |
| 30D | -9.2% | +7.8% | -17.0% | -11.7% |
| 3M | +17.5% | -0.7% | +18.2% | +17.2% |
| 6M | -7.2% | +28.8% | -35.9% | -17.4% |
| YTD | -13.6% | +2.4% | -16.0% | -16.2% |
| 1Y | -25.1% | -9.6% | -15.5% | -22.9% |
| All | +61.0% | -1.2% | +62.3% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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