-10.6%
BITO vs IYR
+5.1%
-15.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.6% |
| 7D | -5.8% | -2.8% | -3.0% | -3.6% |
| 30D | +21.1% | -2.5% | +23.7% | +23.7% |
| 3M | +23.5% | -3.0% | +26.5% | +26.3% |
| 6M | +8.3% | +1.6% | +6.6% | +6.0% |
| YTD | -13.9% | +7.3% | -21.2% | -19.3% |
| 1Y | -34.5% | +5.6% | -40.1% | -37.9% |
| 3Y | +147.0% | +28.1% | +118.9% | +93.4% |
| All | -10.6% | +5.1% | -15.7% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling