-16.2%
BITO vs IWD
+72.9%
-89.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.9% |
| 7D | -9.2% | +2.3% | -11.5% | -12.1% |
| 30D | -15.9% | +3.6% | -19.5% | -19.9% |
| 3M | +7.3% | +2.2% | +5.2% | +4.2% |
| 6M | -15.2% | +13.0% | -28.2% | -28.4% |
| YTD | -23.8% | +26.5% | -50.3% | -44.7% |
| 1Y | -32.2% | +30.1% | -62.3% | -52.7% |
| 3Y | +55.1% | +84.9% | -29.8% | -33.5% |
| All | -16.2% | +72.9% | -89.1% | -59.0% |
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