-29.9%
BITO vs IYR
+8.4%
-38.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.1% |
| 7D | +2.9% | -1.2% | +4.1% | +3.5% |
| 30D | +22.6% | -2.9% | +25.4% | +24.3% |
| 3M | +24.7% | +0.8% | +23.8% | +23.4% |
| 6M | +7.5% | +1.9% | +5.6% | +5.3% |
| YTD | -10.8% | +9.6% | -20.4% | -16.2% |
| 1Y | -29.9% | +8.1% | -38.0% | -33.1% |
| All | -29.9% | +8.4% | -38.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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