-16.2%
BITO vs IR
+46.0%
-62.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | -9.2% | +2.5% | -11.7% | -10.4% |
| 30D | -15.9% | +9.2% | -25.1% | -19.6% |
| 3M | +7.3% | +0.9% | +6.4% | +6.3% |
| 6M | -15.2% | +19.2% | -34.4% | -23.6% |
| YTD | -23.8% | +7.5% | -31.3% | -28.6% |
| 1Y | -32.2% | +11.7% | -43.9% | -38.2% |
| 3Y | +55.1% | +23.9% | +31.2% | +25.4% |
| All | -16.2% | +46.0% | -62.2% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling