+51.6%
IBIT vs DVA
+58.4%
-6.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.1% | +0.7% | -4.5% |
| 7D | -6.2% | -10.7% | +4.4% | -6.3% |
| 30D | -14.4% | -4.4% | -10.0% | -14.3% |
| 3M | +12.5% | -4.1% | +16.5% | +12.5% |
| 6M | -11.9% | -13.2% | +1.3% | -12.0% |
| YTD | -18.7% | +53.2% | -71.9% | -19.8% |
| 1Y | -29.9% | +40.8% | -70.8% | -30.1% |
| All | +51.6% | +58.4% | -6.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling