-10.6%
BITO vs IFF
-35.3%
+24.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.4% | -3.2% | -0.3% | -2.7% |
| 30D | +21.4% | -0.3% | +21.7% | +21.5% |
| 3M | +20.5% | +8.4% | +12.1% | +17.7% |
| 6M | +7.4% | +23.0% | -15.7% | +0.7% |
| YTD | -13.9% | +25.5% | -39.3% | -20.2% |
| 1Y | -35.1% | +29.1% | -64.1% | -40.5% |
| 3Y | +156.8% | +31.7% | +125.2% | +120.2% |
| All | -10.6% | -35.3% | +24.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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