-9.4%
BITO vs IOVA
-67.5%
+58.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | +21.8% | +31.7% | -9.9% | +17.9% |
| 3M | +25.0% | +117.3% | -92.3% | +12.9% |
| 6M | +11.3% | +55.8% | -44.5% | +3.3% |
| YTD | -12.7% | +208.8% | -221.5% | -26.3% |
| 1Y | -32.3% | +255.7% | -288.0% | -44.4% |
| 3Y | +150.3% | +41.7% | +108.7% | +102.8% |
| All | -9.4% | -67.5% | +58.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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