-10.6%
BITO vs IJR
+36.6%
-47.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.5% |
| 7D | -3.4% | -2.2% | -1.3% | -1.3% |
| 30D | +21.4% | -4.6% | +26.0% | +27.1% |
| 3M | +20.5% | +0.2% | +20.3% | +19.8% |
| 6M | +7.4% | +14.7% | -7.3% | -6.9% |
| YTD | -13.9% | +18.9% | -32.7% | -27.7% |
| 1Y | -35.1% | +19.9% | -55.0% | -46.0% |
| 3Y | +156.8% | +53.0% | +103.8% | +66.1% |
| All | -10.6% | +36.6% | -47.2% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling