+58.9%
IBIT vs DASH
+70.9%
-12.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.4% | -4.8% | +2.4% | -1.1% |
| 30D | -9.1% | -7.9% | -1.2% | -7.3% |
| 3M | +15.0% | -16.3% | +31.3% | +20.3% |
| 6M | -6.9% | +10.4% | -17.3% | -11.3% |
| YTD | -14.8% | -20.1% | +5.3% | -10.3% |
| 1Y | -28.1% | -11.4% | -16.7% | -27.1% |
| All | +58.9% | +70.9% | -12.0% | +23.3% |
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