+58.6%
IBIT vs DXCM
-37.2%
+95.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -6.8% | -9.2% | +2.4% | -6.0% |
| 30D | -9.9% | -6.5% | -3.4% | -9.3% |
| 3M | +17.5% | -10.3% | +27.8% | +18.7% |
| 6M | -9.1% | +35.4% | -44.5% | -12.2% |
| YTD | -14.9% | +21.1% | -36.0% | -16.9% |
| 1Y | -27.6% | +38.2% | -65.8% | -30.0% |
| All | +58.6% | -37.2% | +95.8% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling