+64.4%
IBIT vs DLTR
-14.1%
+78.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.2% | -10.1% | +6.9% | -2.7% |
| 30D | +22.0% | -8.1% | +30.1% | +22.4% |
| 3M | +21.4% | +2.9% | +18.6% | +21.1% |
| 6M | +9.2% | +4.3% | +4.9% | +8.9% |
| YTD | -11.8% | -3.9% | -7.9% | -11.7% |
| 1Y | -32.7% | +18.9% | -51.6% | -33.3% |
| All | +64.4% | -14.1% | +78.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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