-10.6%
BITO vs IAG
+602.4%
-613.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -5.8% | -4.1% | -1.8% | -5.2% |
| 30D | +21.1% | +10.6% | +10.5% | +19.4% |
| 3M | +23.5% | +35.4% | -11.9% | +18.0% |
| 6M | +8.3% | -9.5% | +17.8% | +8.6% |
| YTD | -13.9% | +21.8% | -35.7% | -17.4% |
| 1Y | -34.5% | +84.1% | -118.7% | -40.8% |
| 3Y | +147.0% | +817.4% | -670.4% | +70.0% |
| All | -10.6% | +602.4% | -613.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling