+66.7%
IBIT vs DVA
+63.8%
+2.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.9% |
| 7D | +1.4% | +2.2% | -0.8% | +1.5% |
| 30D | +20.6% | -2.0% | +22.6% | +20.6% |
| 3M | +23.7% | -6.3% | +29.9% | +23.5% |
| 6M | +15.0% | +19.4% | -4.4% | +15.1% |
| YTD | -10.6% | +58.5% | -69.1% | -11.8% |
| 1Y | -30.3% | +33.9% | -64.2% | -29.8% |
| All | +66.7% | +63.8% | +2.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling