+64.4%
IBIT vs DHR
-11.3%
+75.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.2% | -3.6% | +0.4% | -2.5% |
| 30D | +22.0% | -2.7% | +24.7% | +22.7% |
| 3M | +21.4% | +10.9% | +10.5% | +18.5% |
| 6M | +9.2% | +3.0% | +6.2% | +8.3% |
| YTD | -11.8% | -12.2% | +0.4% | -9.0% |
| 1Y | -32.7% | +3.3% | -36.0% | -33.6% |
| All | +64.4% | -11.3% | +75.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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