+66.7%
IBIT vs DLR
+50.1%
+16.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.1% |
| 7D | +1.4% | +3.4% | -2.0% | 0.0% |
| 30D | +20.6% | -2.2% | +22.8% | +21.6% |
| 3M | +23.7% | +4.7% | +19.0% | +20.2% |
| 6M | +15.0% | +9.0% | +6.0% | +9.4% |
| YTD | -10.6% | +24.1% | -34.7% | -19.8% |
| 1Y | -30.3% | +20.9% | -51.3% | -36.9% |
| All | +66.7% | +50.1% | +16.6% | +34.4% |
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