-10.6%
BITO vs IWD
+71.0%
-81.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.2% |
| 7D | -3.4% | -0.8% | -2.6% | -2.4% |
| 30D | +21.4% | -0.8% | +22.3% | +22.8% |
| 3M | +20.5% | +6.9% | +13.6% | +9.7% |
| 6M | +7.4% | +18.3% | -10.9% | -15.1% |
| YTD | -13.9% | +22.4% | -36.2% | -34.7% |
| 1Y | -35.1% | +27.4% | -62.5% | -53.3% |
| 3Y | +156.8% | +71.2% | +85.7% | +22.0% |
| All | -10.6% | +71.0% | -81.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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