-9.4%
BITO vs ICE
+26.8%
-36.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | +1.1% | -0.9% | +1.9% | +1.6% |
| 30D | +21.8% | +4.0% | +17.8% | +19.2% |
| 3M | +25.0% | +11.0% | +14.1% | +17.3% |
| 6M | +11.3% | -5.0% | +16.3% | +14.4% |
| YTD | -12.7% | -2.7% | -10.0% | -12.3% |
| 1Y | -32.3% | -8.6% | -23.7% | -29.3% |
| 3Y | +150.3% | +41.4% | +109.0% | +82.2% |
| All | -9.4% | +26.8% | -36.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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