-10.6%
BITO vs IR
+36.5%
-47.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | -4.5% | +1.0% | -1.2% |
| 30D | +21.4% | -13.9% | +35.3% | +30.6% |
| 3M | +20.5% | -0.3% | +20.8% | +19.3% |
| 6M | +7.4% | -14.3% | +21.7% | +14.1% |
| YTD | -13.9% | -7.9% | -6.0% | -12.7% |
| 1Y | -35.1% | -9.9% | -25.2% | -33.8% |
| 3Y | +156.8% | +6.5% | +150.3% | +123.2% |
| All | -10.6% | +36.5% | -47.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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