+156.8%
BITO vs IYR
+29.0%
+127.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -3.4% | -1.4% | -2.1% | -2.7% |
| 30D | +21.4% | -2.7% | +24.1% | +23.2% |
| 3M | +20.5% | -2.1% | +22.6% | +21.8% |
| 6M | +7.4% | +3.6% | +3.8% | +4.7% |
| YTD | -13.9% | +8.1% | -22.0% | -17.9% |
| 1Y | -35.1% | +4.7% | -39.8% | -37.0% |
| 3Y | +156.8% | +29.1% | +127.7% | +144.4% |
| All | +156.8% | +29.0% | +127.9% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling