+46.2%
IBIT vs DLR
+43.5%
+2.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.7% |
| 7D | -9.2% | +3.3% | -12.5% | -10.5% |
| 30D | -15.8% | +4.6% | -20.4% | -17.4% |
| 3M | +8.5% | -8.3% | +16.8% | +12.3% |
| 6M | -13.7% | -5.6% | -8.1% | -12.2% |
| YTD | -21.6% | +18.7% | -40.3% | -28.4% |
| 1Y | -30.0% | +17.1% | -47.1% | -35.7% |
| All | +46.2% | +43.5% | +2.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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