-29.9%
BITO vs IJR
+25.5%
-55.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.8% |
| 7D | +2.9% | -0.2% | +3.0% | +3.0% |
| 30D | +22.6% | -2.4% | +25.0% | +25.4% |
| 3M | +24.7% | +3.9% | +20.7% | +19.2% |
| 6M | +7.5% | +12.4% | -4.9% | -5.7% |
| YTD | -10.8% | +21.5% | -32.3% | -26.9% |
| 1Y | -29.9% | +24.0% | -53.9% | -42.4% |
| All | -29.9% | +25.5% | -55.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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