-10.6%
BITO vs IEFA
+53.7%
-64.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.2% |
| 7D | -3.4% | -1.6% | -1.9% | -1.6% |
| 30D | +21.4% | -1.5% | +22.9% | +23.7% |
| 3M | +20.5% | +3.4% | +17.1% | +15.8% |
| 6M | +7.4% | +9.5% | -2.1% | -4.2% |
| YTD | -13.9% | +13.0% | -26.9% | -25.9% |
| 1Y | -35.1% | +18.0% | -53.1% | -46.9% |
| 3Y | +156.8% | +65.4% | +91.5% | +34.0% |
| All | -10.6% | +53.7% | -64.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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