+58.9%
IBIT vs DG
+8.3%
+50.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.3% |
| 7D | -2.4% | +0.7% | -3.0% | -2.4% |
| 30D | -9.1% | +7.4% | -16.5% | -9.2% |
| 3M | +15.0% | +8.5% | +6.5% | +14.8% |
| 6M | -6.9% | +21.9% | -28.8% | -7.3% |
| YTD | -14.8% | +4.9% | -19.7% | -14.9% |
| 1Y | -28.1% | +40.4% | -68.5% | -27.6% |
| All | +58.9% | +8.3% | +50.6% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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