+61.6%
IBIT vs DASH
+69.9%
-8.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.4% | +4.3% | -2.4% |
| 7D | -5.9% | +0.5% | -6.4% | -6.1% |
| 30D | -11.3% | -7.1% | -4.2% | -9.7% |
| 3M | +17.1% | -13.2% | +30.3% | +21.1% |
| 6M | -7.0% | +8.3% | -15.3% | -11.0% |
| YTD | -13.3% | -20.6% | +7.2% | -8.6% |
| 1Y | -27.0% | -24.4% | -2.6% | -22.3% |
| All | +61.6% | +69.9% | -8.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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