-10.6%
BITO vs IBKR
+417.3%
-427.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.7% |
| 30D | +21.4% | -0.2% | +21.6% | +21.2% |
| 3M | +20.5% | +3.0% | +17.5% | +17.5% |
| 6M | +7.4% | +33.9% | -26.5% | -10.1% |
| YTD | -13.9% | +42.5% | -56.4% | -30.0% |
| 1Y | -35.1% | +44.9% | -79.9% | -47.8% |
| 3Y | +156.8% | +293.0% | -136.2% | +11.3% |
| All | -10.6% | +417.3% | -427.9% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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