+61.0%
IBIT vs DXCM
-37.9%
+99.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.6% | +0.2% |
| 7D | -1.1% | -3.5% | +2.4% | -0.8% |
| 30D | -9.2% | -5.8% | -3.4% | -8.7% |
| 3M | +17.5% | -4.3% | +21.9% | +17.9% |
| 6M | -7.2% | +31.6% | -38.7% | -10.1% |
| YTD | -13.6% | +19.6% | -33.3% | -15.5% |
| 1Y | -25.1% | +36.9% | -62.0% | -27.5% |
| All | +61.0% | -37.9% | +99.0% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling