-7.4%
BITO vs CI
+47.9%
-55.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.3% |
| 7D | +2.9% | +1.3% | +1.6% | +2.7% |
| 30D | +22.6% | +4.4% | +18.1% | +22.0% |
| 3M | +24.7% | +0.7% | +24.0% | +24.3% |
| 6M | +7.5% | +0.3% | +7.1% | +7.1% |
| YTD | -10.8% | +3.8% | -14.6% | -11.5% |
| 1Y | -29.9% | -5.5% | -24.4% | -29.6% |
| 3Y | +158.9% | +8.1% | +150.8% | +148.5% |
| All | -7.4% | +47.9% | -55.3% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling