-10.6%
BITO vs ACWI
+65.5%
-76.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.1% |
| 7D | -5.8% | -1.9% | -3.9% | -3.1% |
| 30D | +21.1% | -1.3% | +22.4% | +23.6% |
| 3M | +23.5% | +5.0% | +18.5% | +15.0% |
| 6M | +8.3% | +11.7% | -3.5% | -8.2% |
| YTD | -13.9% | +13.0% | -26.8% | -27.6% |
| 1Y | -34.5% | +19.2% | -53.8% | -49.0% |
| 3Y | +147.0% | +75.0% | +72.0% | +8.2% |
| All | -10.6% | +65.5% | -76.1% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling