-23.4%
BITO vs IAG
+56.5%
-79.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.2% | -7.3% | +0.4% |
| 7D | -1.9% | +1.1% | -3.0% | -2.3% |
| 30D | -6.7% | -5.3% | -1.5% | -5.8% |
| 3M | +23.1% | +18.0% | +5.0% | +18.3% |
| 6M | -2.0% | +7.1% | -9.1% | -4.3% |
| YTD | -11.4% | +5.9% | -17.3% | -14.2% |
| 1Y | -23.4% | +59.4% | -82.8% | -38.7% |
| All | -23.4% | +56.5% | -79.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling