+117.2%
IBM vs BITO
-8.3%
+125.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.6% | -3.4% | +7.0% | +3.8% |
| 30D | +3.1% | +21.4% | -18.3% | +1.8% |
| 3M | -10.8% | +20.5% | -31.3% | -12.0% |
| 6M | -0.8% | +7.4% | -8.2% | -1.5% |
| YTD | -16.2% | -13.9% | -2.3% | -15.8% |
| 1Y | -2.9% | -35.1% | +32.2% | -0.8% |
| 3Y | +79.8% | +156.8% | -77.0% | +66.8% |
| All | +117.2% | -8.3% | +125.5% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 10y: compounded portfolio wealth divided by compounded BITO 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…
10y analysis · Full analysis span regression · 6 months rolling