+79.2%
IVV vs BITO
-8.3%
+87.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.0% | -5.8% | +3.8% | -1.2% |
| 30D | -1.6% | +21.1% | -22.8% | -4.3% |
| 3M | +4.8% | +23.5% | -18.7% | +1.6% |
| 6M | +12.6% | +8.3% | +4.3% | +10.9% |
| YTD | +11.8% | -13.9% | +25.6% | +13.1% |
| 1Y | +17.6% | -34.5% | +52.1% | +23.1% |
| 3Y | +77.0% | +147.0% | -70.0% | +48.0% |
| All | +79.2% | -8.3% | +87.5% | +62.3% |
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 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