-7.5%
IGV vs BITO
-25.7%
+18.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | 0.0% |
| 7D | -7.5% | -1.9% | -5.5% | -6.9% |
| 30D | -5.6% | -6.7% | +1.1% | -3.7% |
| 3M | +1.5% | +23.1% | -21.5% | -4.2% |
| 6M | +17.1% | -2.0% | +19.2% | +17.0% |
| YTD | -2.0% | -11.4% | +9.4% | -2.3% |
| 1Y | -7.5% | -23.4% | +15.8% | -5.1% |
| All | -7.5% | -25.7% | +18.1% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling