-35.1%
BITO vs ILMN
+115.7%
-150.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | -3.4% | -5.4% | +1.9% | -2.6% |
| 30D | +21.4% | +7.0% | +14.4% | +20.6% |
| 3M | +20.5% | +24.2% | -3.7% | +17.8% |
| 6M | +7.4% | +69.9% | -62.5% | +1.6% |
| YTD | -13.9% | +57.4% | -71.3% | -18.6% |
| 1Y | -35.1% | +107.9% | -142.9% | -41.7% |
| All | -35.1% | +115.7% | -150.8% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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