+156.8%
BITO vs CI
+5.6%
+151.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -5.8% | -1.3% | -4.5% | -5.9% |
| 30D | +21.1% | +3.1% | +18.0% | +21.3% |
| 3M | +23.5% | -4.5% | +28.0% | +23.3% |
| 6M | +8.3% | +8.3% | 0.0% | +8.5% |
| YTD | -13.9% | +3.8% | -17.7% | -13.6% |
| 1Y | -34.5% | -5.0% | -29.5% | -34.2% |
| All | +156.8% | +5.6% | +151.3% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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