+70.2%
IBIT vs DASH
+87.6%
-17.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +0.5% |
| 7D | -1.8% | +17.2% | -18.9% | -6.3% |
| 30D | -6.7% | +3.6% | -10.2% | -7.9% |
| 3M | +24.6% | -1.9% | +26.4% | +24.4% |
| 6M | -0.2% | +15.1% | -15.2% | -5.9% |
| YTD | -8.7% | -12.3% | +3.6% | -6.4% |
| 1Y | -20.7% | -17.2% | -3.5% | -17.8% |
| All | +70.2% | +87.6% | -17.4% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling