+34.8%
IWM vs BITO
-8.3%
+43.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | -3.4% | +1.0% | -1.8% |
| 30D | -4.6% | +21.4% | -26.0% | -8.1% |
| 3M | -0.3% | +20.5% | -20.8% | -4.0% |
| 6M | +14.7% | +7.4% | +7.3% | +12.7% |
| YTD | +17.8% | -13.9% | +31.7% | +19.8% |
| 1Y | +21.2% | -35.1% | +56.3% | +29.2% |
| 3Y | +62.3% | +156.8% | -94.5% | +30.3% |
| All | +34.8% | -8.3% | +43.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 10y: compounded portfolio wealth divided by compounded BITO 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…
10y analysis · Full analysis span regression · 6 months rolling