+107.2%
IBM vs BITO
-6.8%
+114.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | +0.3% | +1.5% | -1.2% | +0.2% |
| 30D | -1.5% | +20.0% | -21.5% | -2.7% |
| 3M | -16.8% | +22.8% | -39.5% | -18.0% |
| 6M | -9.0% | +13.1% | -22.1% | -10.0% |
| YTD | -20.1% | -12.5% | -7.6% | -19.7% |
| 1Y | -7.0% | -32.6% | +25.5% | -5.3% |
| 3Y | +72.4% | +151.0% | -78.7% | +60.1% |
| All | +107.2% | -6.8% | +114.0% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling