-10.6%
BITO vs IWF
+71.9%
-82.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.3% |
| 7D | -5.8% | -1.7% | -4.1% | -4.0% |
| 30D | +21.1% | -1.8% | +23.0% | +23.6% |
| 3M | +23.5% | +1.5% | +22.0% | +21.0% |
| 6M | +8.3% | +7.7% | +0.6% | -0.8% |
| YTD | -13.9% | +2.7% | -16.6% | -16.3% |
| 1Y | -34.5% | +6.8% | -41.3% | -38.8% |
| 3Y | +147.0% | +76.9% | +70.1% | +27.0% |
| All | -10.6% | +71.9% | -82.4% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling