+45.5%
QCOM vs BITO
-18.9%
+64.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | -1.8% |
| 7D | +4.3% | -9.2% | +13.5% | +6.5% |
| 30D | -0.1% | -15.9% | +15.8% | +4.1% |
| 3M | +5.2% | +7.3% | -2.1% | +3.5% |
| 6M | -18.4% | -15.2% | -3.2% | -15.6% |
| YTD | +2.4% | -23.8% | +26.2% | +7.6% |
| 1Y | +0.9% | -32.2% | +33.1% | +8.4% |
| 3Y | +48.4% | +55.1% | -6.7% | +27.5% |
| 5Y | +16.6% | -16.7% | +33.3% | -0.2% |
| All | +45.5% | -18.9% | +64.4% | +23.6% |
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 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