+80.3%
IVV vs BITO
-7.1%
+87.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.4% | +1.1% | -1.4% | -0.5% |
| 30D | -1.4% | +21.8% | -23.1% | -4.1% |
| 3M | +3.7% | +25.0% | -21.3% | +0.4% |
| 6M | +13.0% | +11.3% | +1.7% | +11.0% |
| YTD | +12.4% | -12.7% | +25.2% | +13.6% |
| 1Y | +18.6% | -32.3% | +50.9% | +23.6% |
| 3Y | +78.1% | +150.3% | -72.3% | +48.6% |
| All | +80.3% | -7.1% | +87.4% | +63.0% |
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