-10.6%
BITO vs ITW
+34.2%
-44.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | +21.4% | -8.3% | +29.7% | +27.4% |
| 3M | +20.5% | +6.0% | +14.5% | +15.5% |
| 6M | +7.4% | 0.0% | +7.4% | +6.2% |
| YTD | -13.9% | +10.2% | -24.1% | -20.4% |
| 1Y | -35.1% | +3.2% | -38.3% | -37.6% |
| 3Y | +156.8% | +21.0% | +135.8% | +116.8% |
| All | -10.6% | +34.2% | -44.8% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling