-10.6%
BITO vs IAG
+608.4%
-619.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.4% | -1.1% | -2.4% | -3.3% |
| 30D | +21.4% | +12.1% | +9.3% | +19.4% |
| 3M | +20.5% | +25.5% | -5.0% | +16.3% |
| 6M | +7.4% | -7.1% | +14.5% | +7.3% |
| YTD | -13.9% | +22.9% | -36.7% | -17.5% |
| 1Y | -35.1% | +83.3% | -118.4% | -41.3% |
| 3Y | +156.8% | +808.5% | -651.7% | +77.1% |
| All | -10.6% | +608.4% | -619.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling