+69.8%
IBIT vs DXCM
-31.3%
+101.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.2% |
| 7D | +3.0% | -3.2% | +6.2% | +3.3% |
| 30D | +23.1% | +6.3% | +16.8% | +22.4% |
| 3M | +25.6% | +21.1% | +4.5% | +23.0% |
| 6M | +9.1% | +20.6% | -11.4% | +6.8% |
| YTD | -8.9% | +32.4% | -41.3% | -11.7% |
| 1Y | -27.5% | +8.8% | -36.3% | -28.4% |
| All | +69.8% | -31.3% | +101.2% | +66.8% |
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