-23.4%
BITO vs IOT
+8.2%
-31.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.4% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | -6.7% | +1.0% | -7.7% | -6.9% |
| 3M | +23.1% | +10.9% | +12.1% | +21.3% |
| 6M | -2.0% | +39.9% | -41.9% | -6.4% |
| YTD | -11.4% | +20.8% | -32.1% | -16.5% |
| 1Y | -23.4% | +10.6% | -33.9% | -28.6% |
| All | -23.4% | +8.2% | -31.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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