+46.2%
IBIT vs DXCM
-34.9%
+81.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.7% |
| 7D | -9.2% | +4.9% | -14.1% | -9.6% |
| 30D | -15.8% | -0.2% | -15.6% | -15.8% |
| 3M | +8.5% | -8.9% | +17.4% | +9.4% |
| 6M | -13.7% | +42.3% | -56.0% | -17.1% |
| YTD | -21.6% | +25.6% | -47.1% | -23.6% |
| 1Y | -30.0% | +39.5% | -69.5% | -32.3% |
| All | +46.2% | -34.9% | +81.1% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling