-7.4%
BITO vs IP
-10.3%
+3.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -3.0% |
| 7D | +2.9% | -5.3% | +8.1% | +4.3% |
| 30D | +22.6% | -10.9% | +33.4% | +26.2% |
| 3M | +24.7% | +11.2% | +13.5% | +20.0% |
| 6M | +7.5% | -10.2% | +17.7% | +9.5% |
| YTD | -10.8% | -2.0% | -8.8% | -11.7% |
| 1Y | -29.9% | -19.1% | -10.8% | -26.7% |
| 3Y | +158.9% | +20.9% | +138.1% | +130.6% |
| All | -7.4% | -10.3% | +3.0% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling