-29.9%
BITO vs IJH
+18.2%
-48.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +22.6% | -1.5% | +24.1% | +24.4% |
| 3M | +24.7% | +0.8% | +23.9% | +23.1% |
| 6M | +7.5% | +7.6% | -0.1% | -1.9% |
| YTD | -10.8% | +15.5% | -26.3% | -24.8% |
| 1Y | -29.9% | +16.9% | -46.8% | -40.7% |
| All | -29.9% | +18.2% | -48.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling