-29.9%
BITO vs IOT
+14.9%
-44.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.9% |
| 7D | +2.9% | -2.3% | +5.2% | +3.1% |
| 30D | +22.6% | +3.8% | +18.8% | +21.8% |
| 3M | +24.7% | +14.2% | +10.5% | +21.7% |
| 6M | +7.5% | +40.1% | -32.7% | -0.2% |
| YTD | -10.8% | +13.4% | -24.2% | -14.5% |
| 1Y | -29.9% | +12.2% | -42.1% | -31.9% |
| All | -29.9% | +14.9% | -44.8% | -31.9% |
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