+156.8%
BITO vs IT
-49.4%
+206.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.9% |
| 7D | -3.4% | -3.7% | +0.2% | -2.9% |
| 30D | +21.4% | +0.1% | +21.3% | +21.5% |
| 3M | +20.5% | +20.7% | -0.2% | +15.9% |
| 6M | +7.4% | +12.0% | -4.6% | +4.3% |
| YTD | -13.9% | -28.8% | +14.9% | -7.3% |
| 1Y | -35.1% | -25.5% | -9.5% | -31.1% |
| 3Y | +156.8% | -48.8% | +205.6% | +251.4% |
| All | +156.8% | -49.4% | +206.2% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling