+23.9%
BITO vs IOT
+54.4%
-30.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -5.8% | -0.8% | -5.0% | -5.7% |
| 30D | +21.1% | -4.7% | +25.8% | +22.2% |
| 3M | +23.5% | +17.8% | +5.7% | +17.9% |
| 6M | +8.3% | +16.8% | -8.6% | +2.4% |
| YTD | -13.9% | +8.4% | -22.3% | -18.0% |
| 1Y | -34.5% | -0.8% | -33.7% | -36.7% |
| 3Y | +147.0% | +25.7% | +121.3% | +113.6% |
| All | +23.9% | +54.4% | -30.5% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling