-29.9%
BITO vs IT
-24.5%
-5.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.2% | -2.0% |
| 7D | +2.9% | -6.0% | +8.9% | +3.5% |
| 30D | +22.6% | 0.0% | +22.6% | +22.6% |
| 3M | +24.7% | +13.1% | +11.6% | +23.9% |
| 6M | +7.5% | +11.7% | -4.2% | +7.4% |
| YTD | -10.8% | -26.1% | +15.3% | -5.3% |
| 1Y | -29.9% | -21.3% | -8.7% | -24.6% |
| All | -29.9% | -24.5% | -5.4% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling