-20.9%
BITO vs B
+121.1%
-141.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -9.2% | -7.3% | -1.9% | -7.4% |
| 30D | -15.9% | -3.3% | -12.6% | -15.3% |
| 3M | +7.3% | -7.8% | +15.1% | +9.5% |
| 6M | -15.2% | -15.5% | +0.3% | -12.0% |
| YTD | -23.8% | -12.3% | -11.5% | -22.1% |
| 1Y | -32.2% | +5.4% | -37.6% | -33.8% |
| 3Y | +55.1% | +165.5% | -110.5% | +14.4% |
| 5Y | -16.7% | +107.0% | -123.7% | -36.6% |
| All | -20.9% | +121.1% | -141.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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