-10.6%
BITO vs IWF
+73.2%
-83.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | -3.4% | -0.9% | -2.5% | -2.5% |
| 30D | +21.4% | -1.7% | +23.1% | +23.7% |
| 3M | +20.5% | +0.7% | +19.8% | +19.1% |
| 6M | +7.4% | +8.6% | -1.2% | -2.5% |
| YTD | -13.9% | +3.5% | -17.4% | -17.0% |
| 1Y | -35.1% | +7.0% | -42.1% | -39.5% |
| 3Y | +156.8% | +76.3% | +80.5% | +32.7% |
| All | -10.6% | +73.2% | -83.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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