-20.9%
BITO vs IWD
+76.8%
-97.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.5% |
| YTD | -23.8% | +26.5% | -50.3% | -44.8% |
| 1Y | -32.2% | +30.1% | -62.3% | -52.8% |
| 3Y | +55.1% | +84.9% | -29.8% | -33.9% |
| 5Y | -16.7% | +73.4% | -90.0% | -56.5% |
| All | -20.9% | +76.8% | -97.7% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling