+66.7%
IBIT vs DXCM
-33.9%
+100.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | -1.5% |
| 7D | +1.4% | -6.2% | +7.7% | +2.0% |
| 30D | +20.6% | -0.3% | +20.9% | +20.7% |
| 3M | +23.7% | +10.3% | +13.4% | +22.3% |
| 6M | +15.0% | +24.1% | -9.1% | +12.2% |
| YTD | -10.6% | +27.4% | -38.0% | -13.0% |
| 1Y | -30.3% | +8.4% | -38.7% | -31.2% |
| All | +66.7% | -33.9% | +100.6% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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