-31.4%
IBIT vs DVA
+34.8%
-66.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | 0.0% |
| 7D | +1.1% | +2.0% | -0.9% | +1.4% |
| 30D | +22.2% | -0.4% | +22.6% | +22.3% |
| 3M | +26.0% | -7.7% | +33.7% | +25.4% |
| 6M | +13.2% | +20.0% | -6.8% | +17.5% |
| YTD | -10.8% | +61.1% | -71.9% | -2.4% |
| All | -31.4% | +34.8% | -66.1% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling