-35.8%
BITO vs IRE
-97.5%
+61.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.1% | -10.8% | +0.3% |
| 7D | -7.0% | -15.1% | +8.1% | -6.8% |
| 30D | -10.2% | -71.4% | +61.2% | -2.7% |
| 3M | +16.2% | -81.2% | +97.4% | +28.8% |
| 6M | -10.7% | -93.7% | +83.1% | +4.2% |
| YTD | -17.4% | -92.2% | +74.9% | -12.5% |
| 1Y | -29.9% | -97.3% | +67.3% | -21.6% |
| All | -35.8% | -97.5% | +61.6% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling