-10.6%
BITO vs INDA
+2.8%
-13.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.3% |
| 7D | -5.8% | -3.6% | -2.2% | -2.5% |
| 30D | +21.1% | -4.0% | +25.1% | +25.7% |
| 3M | +23.5% | +1.7% | +21.8% | +21.5% |
| 6M | +8.3% | -3.6% | +11.9% | +11.8% |
| YTD | -13.9% | -11.0% | -2.9% | -4.1% |
| 1Y | -34.5% | -9.5% | -25.0% | -28.6% |
| 3Y | +147.0% | +7.6% | +139.4% | +113.2% |
| All | -10.6% | +2.8% | -13.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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