+156.8%
BITO vs IOT
+23.8%
+133.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | -4.5% | +1.1% | -2.6% |
| 30D | +21.4% | -2.4% | +23.9% | +21.8% |
| 3M | +20.5% | +19.0% | +1.5% | +15.7% |
| 6M | +7.4% | +19.6% | -12.3% | +2.1% |
| YTD | -13.9% | +8.3% | -22.1% | -17.3% |
| 1Y | -35.1% | -0.8% | -34.3% | -36.7% |
| 3Y | +156.8% | +24.4% | +132.4% | +144.7% |
| All | +156.8% | +23.8% | +133.0% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling