-10.6%
BITO vs IEF
-7.1%
-3.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -5.8% | -1.2% | -4.6% | -5.7% |
| 30D | +21.1% | -1.5% | +22.6% | +21.3% |
| 3M | +23.5% | -1.7% | +25.2% | +23.7% |
| 6M | +8.3% | -3.5% | +11.8% | +8.6% |
| YTD | -13.9% | -2.6% | -11.2% | -13.7% |
| 1Y | -34.5% | -2.4% | -32.1% | -34.4% |
| 3Y | +147.0% | +8.9% | +138.1% | +143.2% |
| All | -10.6% | -7.1% | -3.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling