+108.9%
IBM vs BITO
-8.3%
+117.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.4% |
| 7D | -0.3% | -5.8% | +5.5% | +0.1% |
| 30D | -1.8% | +21.1% | -23.0% | -3.1% |
| 3M | -13.5% | +23.5% | -37.0% | -14.8% |
| 6M | -5.1% | +8.3% | -13.4% | -5.8% |
| YTD | -19.4% | -13.9% | -5.5% | -19.0% |
| 1Y | -6.5% | -34.5% | +28.0% | -4.6% |
| 3Y | +73.8% | +147.0% | -73.2% | +61.6% |
| All | +108.9% | -8.3% | +117.2% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling