-32.2%
BITO vs IRE
-84.0%
+51.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | +0.3% |
| 7D | +1.1% | +29.0% | -28.0% | -1.4% |
| 30D | +21.8% | +24.2% | -2.5% | +18.1% |
| 3M | +25.0% | -53.2% | +78.2% | +28.2% |
| 6M | +11.3% | -36.0% | +47.4% | +4.0% |
| YTD | -12.7% | -51.0% | +38.3% | -18.8% |
| All | -32.2% | -84.0% | +51.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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