-9.4%
BITO vs IWD
+70.0%
-79.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | +1.1% | -1.2% | +2.2% | +2.8% |
| 30D | +21.8% | -1.6% | +23.4% | +24.6% |
| 3M | +25.0% | +7.0% | +18.0% | +13.7% |
| 6M | +11.3% | +17.0% | -5.6% | -10.6% |
| YTD | -12.7% | +21.6% | -34.3% | -33.3% |
| 1Y | -32.3% | +28.0% | -60.3% | -51.7% |
| 3Y | +150.3% | +70.6% | +79.8% | +19.5% |
| All | -9.4% | +70.0% | -79.4% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling