-9.1%
BITO vs IR
+40.5%
-49.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.1% |
| 7D | +1.5% | +0.6% | +0.9% | +1.2% |
| 30D | +20.0% | -13.6% | +33.6% | +28.9% |
| 3M | +22.8% | +3.7% | +19.1% | +19.0% |
| 6M | +13.1% | -13.1% | +26.1% | +19.3% |
| YTD | -12.5% | -5.1% | -7.3% | -12.6% |
| 1Y | -32.6% | -6.5% | -26.1% | -32.5% |
| 3Y | +151.0% | +8.5% | +142.5% | +116.9% |
| All | -9.1% | +40.5% | -49.6% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling