-10.6%
BITO vs IEF
-7.3%
-3.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | +21.4% | -1.7% | +23.2% | +21.7% |
| 3M | +20.5% | -2.5% | +23.0% | +20.8% |
| 6M | +7.4% | -3.3% | +10.6% | +7.7% |
| YTD | -13.9% | -2.8% | -11.0% | -13.6% |
| 1Y | -35.1% | -2.7% | -32.3% | -34.9% |
| 3Y | +156.8% | +8.9% | +147.9% | +152.7% |
| All | -10.6% | -7.3% | -3.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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