-9.1%
BITO vs IP
-12.1%
+3.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.3% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | +20.0% | -11.2% | +31.3% | +23.7% |
| 3M | +22.8% | +12.3% | +10.4% | +17.8% |
| 6M | +13.1% | -5.2% | +18.3% | +13.2% |
| YTD | -12.5% | -4.0% | -8.5% | -12.8% |
| 1Y | -32.6% | -19.2% | -13.3% | -29.5% |
| 3Y | +151.0% | +20.3% | +130.7% | +123.4% |
| All | -9.1% | -12.1% | +3.0% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling