+23.9%
BITO vs IOT
+54.1%
-30.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | -4.5% | +1.1% | -2.5% |
| 30D | +21.4% | -2.4% | +23.9% | +21.9% |
| 3M | +20.5% | +19.0% | +1.5% | +14.8% |
| 6M | +7.4% | +19.6% | -12.3% | +1.0% |
| YTD | -13.9% | +8.3% | -22.1% | -18.0% |
| 1Y | -35.1% | -0.8% | -34.3% | -37.2% |
| 3Y | +156.8% | +24.4% | +132.4% | +122.7% |
| All | +23.9% | +54.1% | -30.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling