+55.1%
BITO vs IR
+25.2%
+29.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -9.2% | +2.5% | -11.7% | -10.1% |
| 30D | -15.9% | +9.2% | -25.1% | -18.5% |
| 3M | +7.3% | +0.9% | +6.4% | +6.7% |
| 6M | -15.2% | +19.2% | -34.4% | -21.3% |
| YTD | -23.8% | +7.5% | -31.3% | -27.0% |
| 1Y | -32.2% | +11.7% | -43.9% | -36.4% |
| 3Y | +55.1% | +23.9% | +31.2% | +81.8% |
| All | +55.1% | +25.2% | +29.9% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling