-29.9%
BITO vs ITW
+5.8%
-35.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +2.9% | -3.6% | +6.4% | +3.1% |
| 30D | +22.6% | -9.1% | +31.7% | +23.4% |
| 3M | +24.7% | +8.2% | +16.4% | +22.9% |
| 6M | +7.5% | -4.8% | +12.2% | +7.0% |
| YTD | -10.8% | +11.0% | -21.8% | -11.6% |
| 1Y | -29.9% | +4.2% | -34.2% | -27.9% |
| All | -29.9% | +5.8% | -35.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling