-15.4%
BITO vs IP
-15.4%
0.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -11.0% | +9.4% | -20.4% | -13.2% |
| 3M | +13.6% | -14.1% | +27.7% | +17.7% |
| 6M | -10.1% | +9.2% | -19.2% | -13.5% |
| YTD | -18.6% | -7.5% | -11.0% | -18.4% |
| 1Y | -33.1% | -2.8% | -30.3% | -34.1% |
| 3Y | +63.0% | +21.2% | +41.7% | +43.9% |
| 5Y | -13.5% | -11.5% | -2.0% | -11.0% |
| All | -15.4% | -15.4% | 0.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling