+16.8%
ISRG vs BITO
+153.0%
-136.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -5.0% | +1.1% | -6.1% | -5.2% |
| 30D | -10.2% | +21.8% | -32.0% | -12.5% |
| 3M | -17.2% | +25.0% | -42.2% | -19.7% |
| 6M | -28.4% | +11.3% | -39.8% | -29.6% |
| YTD | -37.6% | -12.7% | -24.9% | -37.2% |
| 1Y | -24.4% | -32.3% | +7.9% | -21.7% |
| All | +16.8% | +153.0% | -136.2% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling