+64.0%
IBIT vs DVA
+65.0%
-1.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +21.5% | +1.7% | +19.9% | +21.6% |
| 3M | +24.5% | -8.7% | +33.2% | +24.3% |
| 6M | +10.0% | +19.7% | -9.7% | +10.1% |
| YTD | -12.0% | +59.6% | -71.6% | -13.2% |
| 1Y | -32.3% | +37.1% | -69.4% | -31.9% |
| All | +64.0% | +65.0% | -1.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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