+82.1%
IVV vs BITO
-5.0%
+87.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.1% |
| 7D | +0.1% | +2.9% | -2.8% | -0.3% |
| 30D | +0.1% | +22.6% | -22.5% | -2.8% |
| 3M | +2.0% | +24.7% | -22.7% | -1.3% |
| 6M | +13.0% | +7.5% | +5.6% | +11.5% |
| YTD | +13.6% | -10.8% | +24.4% | +14.4% |
| 1Y | +20.1% | -29.9% | +50.0% | +24.5% |
| 3Y | +77.6% | +158.9% | -81.3% | +47.5% |
| All | +82.1% | -5.0% | +87.2% | +64.1% |
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 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